LIBROS DEL AUTOR: holger kraft

1 resultados para LIBROS DEL AUTOR: holger kraft

holger kraft Eliminar filtro Quitar filtros
  • Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
    Holger Kraft
    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 in...
    Disponible

    66,78 €