9783540212300 - optimal portfolios with stochastic interest rates and defaultable assets: 540 di kraft, holger (12 risultati)
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: Basi6 International, Irving, TX, U.S.A.Basi6 International
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 60,56
Spedizione gratuitaSpedito in U.S.A.Quantità: 10 disponibili
Condizione: Brand New. New. Delivery takes 25-30 days. Excellent Customer Service.
Lingua: Inglese
Editore: Springer 2004-04, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: Chiron Media, Wallingford, Regno UnitoChiron Media
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 57,33
EUR 18,08 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 10 disponibili
PF. Condizione: New.
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 61,06
EUR 13,98 spedizioneSpedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. In.
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: Books Puddle, New York, NY, U.S.A.Books Puddle
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 77,34
EUR 3,45 spedizioneSpedito in U.S.A.Quantità: 4 disponibili
Condizione: New. pp. 188.
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 58,39
EUR 61,45 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest rates and portfolio problems with defaultable assets. The starting poi…nt for my research was the paper 'A stochastic control ap proach to portfolio problems with stochastic interest rates' (jointly with Ralf Korn), in which we solved portfolio problems given a Vasicek term structure of the short rate. Having considered the Vasicek model, it was obvious that I should analyze portfolio problems where the interest rate dynamics are gov erned by other common short rate models. The relevant results are presented in Chapter 2. The second main issue concerns portfolio problems with default able assets modeled in a firm value framework. Since the assets of a firm then correspond to contingent claims on firm value, I searched for a way to easily deal with such claims in portfolio problems. For this reason, I developed the elasticity approach to portfolio optimization which is presented in Chapter 3. 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.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, Springer Berlin, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
Da: BUCHSERVICE / ANTIQUARIAT Lars Lutzer, Wahlstedt, GermaniaBUCHSERVICE / ANTIQUARIAT Lars Lutzer
Contatta il venditoreVenditore con 5 stelleCondizione: Usato - Molto buono
EUR 299,90
EUR 39,95 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Softcover. Condizione: gut. 2004. Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets In deutscher Sprache. pages.
Lingua: Inglese
Editore: Springer Berlin Heidelberg Apr 2004, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermaniaBuchWeltWeit Ludwig Meier e.K.
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 23,00 spedizioneSpedito da Germania a U.S.A.Quantità: 2 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest rates and portfolio problems with defaultable assets.…The starting point for my research was the paper 'A stochastic control ap proach to portfolio problems with stochastic interest rates' (jointly with Ralf Korn), in which we solved portfolio problems given a Vasicek term structure of the short rate. Having considered the Vasicek model, it was obvious that I should analyze portfolio problems where the interest rate dynamics are gov erned by other common short rate models. The relevant results are presented in Chapter 2. The second main issue concerns portfolio problems with default able assets modeled in a firm value framework. Since the assets of a firm then correspond to contingent claims on firm value, I searched for a way to easily deal with such claims in portfolio problems. For this reason, I developed the elasticity approach to portfolio optimization which is presented in Chapter 3. 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. 184 pp. Englisch.
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 77,05
EUR 7,59 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 4 disponibili
Condizione: New. Print on Demand pp. 188 7 Illus.
Lingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
Contatta il venditoreVenditore con 4 stelleCondizione: Nuovo
EUR 79,12
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 188.
Lingua: Inglese
Editore: Springer Berlin Heidelberg, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: moluna, Greven, Germaniamoluna
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 48,37
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest rates and port…folio problems with defaultable assets. The starting point for my .
Lingua: Inglese
Editore: Springer, J.B. Metzler Apr 2004, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germaniabuchversandmimpf2000
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 53,49
EUR 60,00 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This thesis summarizes most of my recent research in the field of portfolio optimization. The main topics which I have addressed are portfolio problems with stochastic interest rates and portfolio problems with defaultable assets. The…starting point for my research was the paper 'A stochastic control ap proach to portfolio problems with stochastic interest rates' (jointly with Ralf Korn), in which we solved portfolio problems given a Vasicek term structure of the short rate. Having considered the Vasicek model, it was obvious that I should analyze portfolio problems where the interest rate dynamics are gov erned by other common short rate models. The relevant results are presented in Chapter 2. The second main issue concerns portfolio problems with default able assets modeled in a firm value framework. Since the assets of a firm then correspond to contingent claims on firm value, I searched for a way to easily deal with such claims in portfolio problems. For this reason, I developed the elasticity approach to portfolio optimization which is presented in Chapter 3. 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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 184 pp. Englisch.
Altre immaginiLingua: Inglese
Editore: Springer, 2004
Serie: Libro 60 di 126 - Lecture Notes in Economics and Mathematical Systems
- Brossura
- Print on Demand
Da: preigu, Osnabrück, Germaniapreigu
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 50,25
EUR 70,00 spedizioneSpedito da Germania a U.S.A.Quantità: 5 disponibili
Taschenbuch. Condizione: Neu. Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets | Holger Kraft | Taschenbuch | Lecture Notes in Economics and Mathematical Systems | x | Englisch | 2004 | Springer | EAN 9783540212300 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelb…erg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand.
