Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets

2004 ◽  
Author(s):  
Holger Kraft
Keyword(s):  
Interest Rates ◽  
Stochastic Interest Rates ◽  
Optimal Portfolios ◽  
Stochastic Interest

A Hybrid Model for Equity Indices and Stochastic Interest Rates

2012 ◽  
Author(s):  
Jan F. Baldeaux ◽  
Man Chung Fung ◽  
Katja Ignatieva ◽  
Eckhard Platen
Keyword(s):  
Interest Rates ◽  
Hybrid Model ◽  
Stochastic Interest Rates ◽  
Stochastic Interest ◽  
Equity Indices
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