Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets - Lecture Notes in Economics and Mathematical Systems - Holger Kraft - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540212300 - April 13, 2004
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Holger Kraft
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets - Lecture Notes in Economics and Mathematical Systems Softcover reprint of the original 1st ed. 2004 edition

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 13, 2004
ISBN13 9783540212300
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 174
Dimensions 155 × 235 × 10 mm   ·   272 g
Language English   German  

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