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Optimal portfolios with stochastic i...

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Kraft, Holger.

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Optimal portfolios with stochastic interest rates and defaultable assets /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Optimal portfolios with stochastic interest rates and defaultable assets // Holger Kraft.
Author:	Kraft, Holger.
Published:	Berlin ;Springer-Verlag, : c2004.,
Description:	x, 170 p. :ill. ;24 cm.
Series:	Lecture notes in economics and mathematical systems,
Subject:	Portfolio management - Mathematical models. -
ISBN:	3540212302 (pbk.) :

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

Optimal portfolios with stochastic interest rates and defaultable assets /Holger Kraft. - Berlin ;Springer-Verlag,c2004. - x, 170 p. :ill. ;24 cm. - Lecture notes in economics and mathematical systems,300.0075-8442 ;.

Includes bibliographical references (p. [165]-170).

ISBN: 3540212302 (pbk.) :EUR36.95

LCCN: 2004103617Subjects--Topical Terms:

647826
Portfolio management
--Mathematical models.

LC Class. No.: HG4529.5 / .K728 2004

Optimal portfolios with stochastic interest rates and defaultable assets /
LDR:00619pam a2200169 a 45 001 697408
005 20080606
008 051005s2004 gw a b 000 0 eng
010 $a 2004103617
020 $a 3540212302 (pbk.) : $c EUR36.95
035 $a FN94ARB009
040 $a DLC $c DLC
050 0 0 $a HG4529.5 $b .K728 2004
100 $a Kraft, Holger. $3 749121
245 1 0 $a Optimal portfolios with stochastic interest rates and defaultable assets / $c Holger Kraft.
260 $a Berlin ; $a New York, NY : $c c2004. $b Springer-Verlag,
300 $a x, 170 p. : $b ill. ; $c 24 cm.
440 0 $a Lecture notes in economics and mathematical systems, $x 0075-8442 ; $v 300.
504 $a Includes bibliographical references (p. [165]-170).
650 $a Portfolio management $x Mathematical models. $3 647826
650 $a Stochastic processes. $3 520663

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HB1 L471 v.540

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