Download eBook Most of the existing portfolio selection models are based on the probability theory. Though they often deal with the uncertainty via probabilistic - proaches, we have to mention that the probabilistic approaches only partly capture the reality. Some other techniques have also been applied to handle the uncertainty of the? In reality, many events with fuzziness are characterized by probabilistic approaches, although they are not random events. The fuzzy set theory has been widely used to solve many practical problems, including?
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Dynamic Bond Portfolio Optimization. A dynamic model for bond portfolio management. Rings in Auctions A. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners.
Book ratings by Goodreads. Other books in this series. Static Bond Portfolio Optimization. Table of contents Bond Market Terminology. Both single-period and continuous-time bond portfolio optimization problems are considered. Selected pages Title Page. Visit our Beautiful Books page and find lovely books for kids, photography lovers and more. Dispatched from the UK in 3 business days When will my order arrive? My library Help Advanced Book Search. Home Contact Us Help Free delivery worldwide.
Page 7 — The dirty price is the actual amount in return for the right to the full amount of each future coupon payment and the redemption proceeds. Digital Signature Schemes Birgit Pfitzmann.
Page 7 — It is equal to the dirty price minus accrued interest. TOP Related Posts.
Bond Portfolio Optimization
Gardatilar Bond Portfolio Optimization Visit our Beautiful Books page and find lovely books for kids, bodn lovers and more. Convex Analysis and Mathematical Economics J. Table of contents Bond Market Terminology. Digital Signature Schemes Birgit Pfitzmann.
BOND PORTFOLIO OPTIMIZATION PUHLE PDF
Bond Portfolio optimization
ISBN 13: 9783540765929