Hochschulschrift
Essays on continuous-time portfolio optimization and credit risk
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Maße
-
21 cm
- Umfang
-
X, 166 S.
- Sprache
-
Englisch
- Anmerkungen
-
graph. Darst.
Enth. außerdem 4 Sonderabdr. aus verschiedenen Zeitschr.
Frankfurt (Main), Univ., Diss., 2012 (Nicht für den Austausch)
- Schlagwort
-
Portfolio-Management
Konsumtheorie
Zeitpräferenz
Theorie
Kreditrisiko
Derivat
Hedging
Theorie
Portfolio Insurance
Portfolio Selection
Portfoliomanagement
Konsumtheorie
Zeitpräferenz
Kreditrisiko
Derivat
Termingeschäft
Hedging
- Urheber
- Inhaltsverzeichnis
- Rechteinformation
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Letzte Aktualisierung
-
11.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
Ähnliche Objekte (12)
Essays on continuous-time portfolio optimization and credit risk
Continuous-Time Portfolio Optimization under Partial Information and Convex Constraints: Deriving Explicit Results
Continuous-Time Systems
Continuous-time stochastic control and optimization with financial applications
Continuous-time Games of Timing
Modeling and hardware accelerated heuristic optimization of continuous-time sigma-delta modulators
Simulating continuous-time infinite Horizon optimization models : a simple method and applications
Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Nonparametric Methods in Continuous-Time Finance
Contributions to credit portfolio modeling and optimization
Essays on continuous-time portfolio optimization and credit risk
Continuous-Time Portfolio Optimization under Partial Information and Convex Constraints: Deriving Explicit Results
Continuous-Time Systems
Continuous-time stochastic control and optimization with financial applications
Continuous-time Games of Timing
Modeling and hardware accelerated heuristic optimization of continuous-time sigma-delta modulators
Simulating continuous-time infinite Horizon optimization models : a simple method and applications
Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Nonparametric Methods in Continuous-Time Finance
Contributions to credit portfolio modeling and optimization
Essays on continuous-time portfolio optimization and credit risk
Continuous-Time Portfolio Optimization under Partial Information and Convex Constraints: Deriving Explicit Results
Continuous-Time Systems
Continuous-time stochastic control and optimization with financial applications
Continuous-time Games of Timing
Modeling and hardware accelerated heuristic optimization of continuous-time sigma-delta modulators
Simulating continuous-time infinite Horizon optimization models : a simple method and applications
Anticipated Shocks in Continuous-time Optimization Models: Theoretical Investigation and Numerical Solution
Continuous-Time Modelling with Spatial Dependence
Continuous-time Markov Jump linear systems
Nonparametric Methods in Continuous-Time Finance