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Book Categories |
| 1 | Preliminaries from stochastics | 1 |
| 2 | Optimal portfolios with stochastic interest rates | 21 |
| 3 | Elasticity approach to portfolio optimization | 71 |
| 4 | Barrier derivatives with curved boundaries | 99 |
| 5 | Optimal portfolios with defaultable assets : a firm value approach | 115 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Emery G Braccini
reviewed Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets on April 18, 2013
Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
Even too intuitive, at times. Too light-weight, in my opinion. However, the things that were discussed, I loved the approach to them.
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Add Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets, The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to get explicit results,, Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets to the inventory that you are selling on WonderClubX
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Add Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets, The continuous-time portfolio problem consists of finding the optimal investment strategy of an investor. In the classical Merton problem the investor can allocate his funds to a riskless savings account and risky assets. However, to get explicit results,, Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets to your collection on WonderClub |
