Hochschulschrift
Essays on continuous-time portfolio optimization and credit risk
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
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Frankfurt am Main, Johann Wolfgang Goethe-Univ., Diss., 2012
- Keyword
-
Portfolio-Management
Konsumtheorie
Zeitpräferenz
Theorie
Kreditrisiko
Derivat
Hedging
Theorie
Portfolio Insurance
Portfolio Selection
Portfoliomanagement
Konsumtheorie
Zeitpräferenz
Kreditrisiko
Derivat
Termingeschäft
Hedging
- Event
-
Veröffentlichung
- (where)
-
Frankfurt am Main
- (who)
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Univ.-Bibliothek Frankfurt am Main
- (when)
-
2012
- Creator
- Contributor
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Kraft, Holger
Schlag, Christian
- URN
-
urn:nbn:de:hebis:30:3-242043
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:55 PM CET
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Object type
- Hochschulschrift
Associated
- Bick, Björn
- Kraft, Holger
- Schlag, Christian
- Univ.-Bibliothek Frankfurt am Main
Time of origin
- 2012
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