標題: Titlebook: Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets; Holger Kraft Book 2004 Springer-Verlag Berlin Heidelberg 2004 Bo [打印本頁] 作者: 誤解 時間: 2025-3-21 18:33
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets影響因子(影響力)
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets影響因子(影響力)學科排名
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets網絡公開度
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets網絡公開度學科排名
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets被引頻次
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets被引頻次學科排名
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets年度引用
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets年度引用學科排名
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets讀者反饋
書目名稱Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets讀者反饋學科排名
作者: 控訴 時間: 2025-3-21 23:22
https://doi.org/10.1007/978-3-642-17041-6Bonds; Cox-Ingersoll-Ross model; Finance; Funds; Investment; Optimal Portfolios; Portfolio; Portfolio Optim作者: neutralize 時間: 2025-3-22 00:40 作者: 容易懂得 時間: 2025-3-22 07:41 作者: infelicitous 時間: 2025-3-22 08:54 作者: Dorsal 時間: 2025-3-22 16:02
Preliminaries from Stochastics,Portfolio problems in continuous time can be interpreted as control problems. To this end, in this chapter we sum up results of the theory of stochastic control which are relevant to our further considerations.作者: 夜晚 時間: 2025-3-22 19:11 作者: Arable 時間: 2025-3-23 01:06 作者: Urologist 時間: 2025-3-23 04:48
Barrier Derivatives with Curved Boundaries,ant barrier. Further references are Cox/Rubinstein (1985), Rubinstein/Reiner (1991), and Carr (1995). For options with lower and upper barriers closed-form solutions are not available, but option prices can be represented by infinite series. This was shown by Kunitomo/Ikeda (1992) in the more genera作者: 沐浴 時間: 2025-3-23 07:54 作者: Fibrin 時間: 2025-3-23 11:07 作者: stress-response 時間: 2025-3-23 14:49
Holger Kraftstrumente verstanden, die spezifisch für die kaufm?nnische oder volkswirtschaftliche T?tigkeit entwickelt wurden, aber nicht in eine umfassende Theorie eingebettet sind, also z. B. kaufm?nnische Buchführung, Rechnungswesen, Investitionsrechnung, oder auch volkswirtschaftliche Gesamtrechnung, Pension作者: Desert 時間: 2025-3-23 21:50 作者: 追逐 時間: 2025-3-23 22:37
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作者: 殘酷的地方 時間: 2025-3-24 03:16 作者: 整潔 時間: 2025-3-24 06:38
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作者: 水土 時間: 2025-3-24 12:07 作者: 相容 時間: 2025-3-24 16:05 作者: CHOP 時間: 2025-3-24 21:21
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 作者: 連鎖 時間: 2025-3-25 01:57 作者: 罵人有污點 時間: 2025-3-25 06:07
Holger Kraftpruch hat, eine Gesamttheorie anzubieten, was für die hier besprochenen Instrumente nicht gilt. Au?erdem dient das ?richtige Handeln“ eher der Zieldefinition und -erreichung, definiert also den (Gesamt-)Zweck (und, wie im PDCA-Zyklus, ein dazu geh?rendes formales Vorgehen); die hier zusammengefa?ten作者: expire 時間: 2025-3-25 11:24
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets作者: 元音 時間: 2025-3-25 13:33
Disguised Embassiesy as four kinds of irregular resident mission — some more irregular, and therefore more heavily disguised, than others. These are interests sections, consulates, representative offices, and front missions — the last being analogous to the ‘front organizations’, typically businesses of one sort or an作者: chance 時間: 2025-3-25 19:51
Apollonios von Rhodos,othekar der Bibliothek von Alexandria, von seinem Streit mit dem etwas ?lteren Zeitgenossen Kallimachos über dichterische Prinzipien und von seinem freiwilligen Exil nach Rhodos. Dort sei der Dichter der ., nicht ohne der Nachwelt eine zweite Auflage zu hinterlassen, verbittert gestorben. Bis auf di作者: extinct 時間: 2025-3-25 22:40 作者: morale 時間: 2025-3-26 02:43
Philosophical Theology of Vocation,y. This leads us to distinguish three modes in which the same unique essence of the “myself” may be presenced by God and philosophical theologians: a) as inherent in the divine essence; b) as exemplars of creation; c) as created beings. We then address the problems of the divine awareness of the uni作者: 生意行為 時間: 2025-3-26 07:24 作者: MIME 時間: 2025-3-26 09:35
A Switching Algorithm for Tracking Extended Targetsthese criterias. One result is that none of the algorithms alone is a sufficient solution to the criterias. Therefore, a switching approach using both algorithms is introduced and tested on real world data作者: 赦免 時間: 2025-3-26 14:37 作者: Euthyroid 時間: 2025-3-26 19:22 作者: gimmick 時間: 2025-3-26 22:31
J. Fernando Arevalo MD, FACS,Reinaldo A. Garcia MD case studies on the environmental protests that follow the international flow of people and resources, including timber, fish, coal, water and tourism. It asks how ‘communities of concern’ are evoked, which transcend local places and national boundaries. .978-3-030-27725-3978-3-030-27723-9Series ISSN 2634-6451 Series E-ISSN 2634-646X 作者: 思考才皺眉 時間: 2025-3-27 02:53 作者: expound 時間: 2025-3-27 06:13 作者: Spinal-Tap 時間: 2025-3-27 09:50 作者: Intercept 時間: 2025-3-27 15:48 作者: antidepressant 時間: 2025-3-27 20:07
