Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
Year of publication: |
2004
|
---|---|
Authors: | Kraft, Holger |
Publisher: |
Berlin : Springer |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Zins | Interest rate | Stochastischer Prozess | Stochastic process |
Description of contents: | Table of Contents [external.dandelon.com] ; Description [zbmath.org] |
Extent: | Online-Ressource (X, 173p. 7 illus) digital |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
ISBN: | 978-3-642-17041-6 ; 978-3-540-21230-0 |
Other identifiers: | 10.1007/978-3-642-17041-6 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bajeux-Besnainou, Isabelle, (2002)
-
Evaluation of credit risk of a portfolio with stochastic interest rate and default processes
Kijima, Masaaki, (2004)
-
Wu, Weiping, (2021)
- More ...
-
Assessing the discriminatory power of credit scores
Kraft, Holger, (2002)
-
A dynamic programming approach to constrained portfolios
Kraft, Holger, (2012)
-
What is the impact of stock market contagion on an investor's portfolio choice?
Branger, Nicole, (2009)
- More ...