Optimal portfolios with stochastic interest rates and defaultable assets
Holger Kraft
| Year of publication: |
2004
|
|---|---|
| Authors: | Kraft, Holger |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Portfolio Selection | Stochastische optimale Kontrolle |
| Extent: | X, 170 S. : graph. Darst. |
|---|---|
| Series: | Lecture notes in economics and mathematical systems : operations research, computer science, social science. - Berlin ; Heidelberg [u.a.] : Springer, ISSN 0075-8442. - Vol. 540 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
| Language: | English |
| Thesis: | Zugl.: Kaiserslautern, Univ., Diss., 2002 |
| ISBN: | 3-540-21230-2 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: |
Persistent link: https://www.econbiz.de/10004796028