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Optimal portfolios with stochastic interest rates and defaultable assets
Overview of attention for book
Table of Contents
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Book Overview
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Chapter 1
Preliminaries from Stochastics
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Chapter 2
Optimal Portfolios with Stochastic Interest Rates
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Chapter 3
Elasticity Approach to Portfolio Optimization
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Chapter 4
Barrier Derivatives with Curved Boundaries
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Chapter 5
Optimal Portfolios with Defaultable Assets — A Firm Value Approach
Overall attention for this book and its chapters
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Mentioned by
syllabi
2
institutions with syllabi
Citations
dimensions_citation
36
Dimensions
Book overview
1. Preliminaries from Stochastics
2. Optimal Portfolios with Stochastic Interest Rates
3. Elasticity Approach to Portfolio Optimization
4. Barrier Derivatives with Curved Boundaries
5. Optimal Portfolios with Defaultable Assets — A Firm Value Approach
Summary
Syllabi
Dimensions citations
This data is correct as of December 2015 - for more up to date information, please visit
https://opensyllabus.org/
So far, Altmetric has seen this research output assigned in
2
syllabi from
2
institutions on Open Syllabus Project.
Institution
Syllabi count
Course subject areas covered
Case Western Reserve University
1
Unknown
Unknown
1
Economics, Business, Engineering, Area and Ethnic Studies