Optimal portfolios with stochastic interest rates and defaultable assets
by
 
Kraft, Holger.

Title
: 
Optimal portfolios with stochastic interest rates and defaultable assets

Author
: 
Kraft, Holger.

ISBN
: 
9783540212300

Publication Information
: 
Berlin : Springer-Verlag, c2004.

Physical Description
: 
x, 170 s. : şek.

Series
: 
Lecture notes in economics and mathematical systems, 300

Series Title
: 
Lecture notes in economics and mathematical systems, 0075-8442 ; 300

Subject Term
: 
Portföy yönetimi -- Matematiksel modeller.
 
Stokastik işlemler.
 
Portfolio management -- Mathematical models.
 
Stochastic processes.


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Beytepe LibraryBook7.2/12/491942HG 4529.5 .K728 2004Beytepe Genel Koleksiyon