Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization
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Published By Springer Berlin Heidelberg

9783540765929, 9783540765936

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Dynamic Bond Portfolio Optimization in Continuous Time

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_5 ◽

2008 ◽

pp. 85-113

Keyword(s):

Portfolio Optimization ◽

Continuous Time ◽

Bond Portfolio

Term Structure Modeling in Continuous Time

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_3 ◽

2008 ◽

pp. 13-40

Keyword(s):

Term Structure ◽

Continuous Time ◽

Structure Modeling ◽

Term Structure Modeling

Bond Market Terminology

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_2 ◽

2008 ◽

pp. 5-11

Keyword(s):

Bond Market

Introduction

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_1 ◽

2008 ◽

pp. 1-4

Summary and Conclusion

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_6 ◽

2008 ◽

pp. 115-117

Static Bond Portfolio Optimization

Lecture Notes in Economics and Mathematical Systems - Bond Portfolio Optimization ◽

10.1007/978-3-540-76593-6_4 ◽

2008 ◽

pp. 41-84

Keyword(s):

Portfolio Optimization ◽

Bond Portfolio