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Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets - Lecture Notes in Economics and Mathematical Systems Holger Kraft Softcover reprint of the original 1st ed. 2004 edition
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets - Lecture Notes in Economics and Mathematical Systems
Holger Kraft
However, this way of tackling portfolio problems is not restricted to portfolio problems with default able assets only, but it provides a general framework allowing for a compact formulation of portfolio problems even if interest rates are stochastic.
174 pages, 5 black & white tables, biography
| Mídia | Livros Paperback Book (Livro de capa flexível e brochura) |
| Lançado | 13 de abril de 2004 |
| ISBN13 | 9783540212300 |
| Editoras | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 174 |
| Dimensões | 155 × 235 × 10 mm · 272 g |
| Idioma | Inglês Alemão |