Optimal portfolios with stochastic interest rates and defaultable assets
Holger Kraft
| Year of publication: |
2004
|
|---|---|
| Authors: | Kraft, Holger |
| Publisher: |
Berlin : Springer |
| Subject: | Stochastische Differenzengleichung | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Mathematische Optimierung | Mathematical programming | Kreditrisiko | Credit risk | Theorie | Theory | Portfolio Selection | Stochastische optimale Kontrolle | Portfoliomanagement | Finanzmathematik | Stochastische Differentialgleichung |
| Description of contents: | Table of Contents [external.dandelon.com] ; Table of Contents [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | X, 170 S. graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : LNEMS. - Cham : Springer, ISSN 0075-8442, ZDB-ID 121369-6. - Vol. 540 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Mainz, Univ., Diss., 2003 |
| Notes: | Literaturverz. S. [165] - 170 |
| ISBN: | 3-540-21230-2 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002018962