Hochschulschrift
Essays on continuous-time portfolio optimization and credit risk
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Dimensions
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21 cm
- Extent
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X, 166 S.
- Language
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Englisch
- Notes
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graph. Darst.
Enth. außerdem 4 Sonderabdr. aus verschiedenen Zeitschr.
Frankfurt (Main), Univ., Diss., 2012 (Nicht für den Austausch)
- Keyword
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Portfolio-Management
Konsumtheorie
Zeitpräferenz
Theorie
Kreditrisiko
Derivat
Hedging
Theorie
Portfolio Insurance
Portfolio Selection
Portfoliomanagement
Konsumtheorie
Zeitpräferenz
Kreditrisiko
Derivat
Termingeschäft
Hedging
- Creator
- Table of contents
- Rights
-
Bei diesem Objekt liegt nur das Inhaltsverzeichnis digital vor. Der Zugriff darauf ist unbeschränkt möglich.
- Last update
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11.03.2025, 11:43 AM CET
Data provider
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Object type
- Hochschulschrift
Associated
Other Objects (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