Media type: Book; Thesis Title: Optimal portfolios with stochastic interest rates and defaultable assets Contributor: Kraft, Holger [Author] imprint: Berlin; Heidelberg [u.a.]: Springer, 2004 Published in: Lecture notes in economics and mathematical systems ; 540 Extent: X, 170 S.; graph. Darst Language: English ISBN: 3540212302 RVK notation: QK 810 : Portfolioanalyse und -management SI 853 : Lecture notes in operations research and mathematical systems Vol. 1-15: Lecture notes in operations research and mathematical economics Vol. 16-: Lecture notes in economics and mathematical systems QH 423 : Dynamische Optimierung Keywords: Portfolio Selection > Stochastische optimale Kontrolle Portfoliomanagement > Finanzmathematik > Stochastische Differentialgleichung Origination: University thesis: Zugl.: Mainz, Univ., Diss., 2003 Footnote: Literaturverz. S. [165] - 170
Departmental Library DrePunct – open access area Shelf-mark: QH 423 K89 Item ID: 31143602 Status: Loanable