Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets by Holg
67,36 €
1 Preliminaries from Stochastics. - 1.1 Stochastic Differential Equations. - 2 Optimal Portfolios with Stochastic Interest Rates. - 2.1 Introduction. - 2.2 Ho-Lee and Vasicek Model. - 2.3 Dothan and Black-Karasinski Model.
Jetzt bei Ebay: