Optimal portfolios with stochastic interest rates and defaultable assets /
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| Author / Creator: | Kraft, Holger. |
|---|---|
| Imprint: | Berlin : Springer, 2004. |
| Description: | x, 170 p. ; 24 cm. |
| Language: | English |
| Series: | Lecture notes in economics and mathematical systems, 0075-8450 ; 540 Lecture notes in economics and mathematical systems 540. |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5160899 |
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| 040 | |a OHX |c OHX |d OSU |d CGU |d OCoLC |d OrLoB-B | ||
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| 100 | 1 | |a Kraft, Holger. |0 http://id.loc.gov/authorities/names/n97094180 |1 http://viaf.org/viaf/121858059 | |
| 245 | 1 | 0 | |a Optimal portfolios with stochastic interest rates and defaultable assets / |c Holger Kraft. |
| 260 | |a Berlin : |b Springer, |c 2004. | ||
| 300 | |a x, 170 p. ; |c 24 cm. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a unmediated |b n |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/n | ||
| 338 | |a volume |b nc |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/nc | ||
| 490 | 1 | |a Lecture notes in economics and mathematical systems, |x 0075-8450 ; |v 540 | |
| 500 | |a Dissertation. | ||
| 504 | |a Includes bibliographical references. | ||
| 505 | 0 | 0 | |g 1. |t Preliminaries from stochastics -- |g 2. |t Optimal portfolios with stochastic interest rates -- |g 3. |t Elasticity approach to portfolio optimization -- |g 4. |t Barrier derivatives with curved boundaries -- |g 5. |t Optimal portfolios with defaultable assets : a firm value approach. |
| 650 | 0 | |a Portfolio management |x Econometric models. | |
| 650 | 0 | |a Investments |x Econometric models. | |
| 650 | 0 | |a Finance |x Econometric models. |0 http://id.loc.gov/authorities/subjects/sh2008120472 | |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 0 | |a Economics, Mathematical. |0 http://id.loc.gov/authorities/subjects/sh85040869 | |
| 650 | 7 | |a Portfolio management |x Mathematical models. |2 fast |0 http://id.worldcat.org/fast/fst01072082 | |
| 650 | 7 | |a Stochastic processes. |2 fast |0 http://id.worldcat.org/fast/fst01133519 | |
| 830 | 0 | |a Lecture notes in economics and mathematical systems |v 540. |0 http://id.loc.gov/authorities/names/n42015164 | |
| 901 | |a ToCBNA |a Analytic | ||
| 903 | |a HeVa | ||
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| 928 | |t Library of Congress classification |a HB195.L4911 no.540 |l ASR |c ASR-JRLASR |i 4946978 | ||
| 927 | |t Library of Congress classification |a HB195.L4911 no.540 |l ASR |c ASR-JRLASR |g Analytic |b A61737602 |i 7695365 | ||