Fibrin 发表于 2025-3-23 11:07:26

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stress-response 发表于 2025-3-23 14:49:16

Holger Kraftstrumente verstanden, die spezifisch für die kaufmännische oder volkswirtschaftliche Tätigkeit entwickelt wurden, aber nicht in eine umfassende Theorie eingebettet sind, also z. B. kaufmännische Buchführung, Rechnungswesen, Investitionsrechnung, oder auch volkswirtschaftliche Gesamtrechnung, Pension

Desert 发表于 2025-3-23 21:50:44

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追逐 发表于 2025-3-23 22:37:50

0075-8442 io 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 V

残酷的地方 发表于 2025-3-24 03:16:26

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整洁 发表于 2025-3-24 06:38:32

Optimal Portfolios with Stochastic Interest Rates,inistic interest rates. Our main objective in the current chapter is to overcome this restriction. Therefore, we analyze portfolio problems in which the interest rate dynamics of the economy can be described by the Vasicek model, the Dothan model, the Black-Karasinski model, or the Cox-Ingersoll-Ros

水土 发表于 2025-3-24 12:07:48

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相容 发表于 2025-3-24 16:05:11

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CHOP 发表于 2025-3-24 21:21:16

0075-8442 imization which is presented in Chapter 3. However, this way of tackling portfolio problems is not restricted to portfolio problems with default able assets onl978-3-540-21230-0978-3-642-17041-6Series ISSN 0075-8442 Series E-ISSN 2196-9957

连锁 发表于 2025-3-25 01:57:44

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查看完整版本: Titlebook: Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets; Holger Kraft Book 2004 Springer-Verlag Berlin Heidelberg 2004 Bo