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Optimal portfolios with stochastic interest rates and defaultable assets

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Cover of 'Optimal portfolios with stochastic interest rates and defaultable assets'

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
Attention for Chapter 3: Elasticity Approach to Portfolio Optimization
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