Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

Claus Munk, Carsten Sørensen

Research output: Working paper › Research

Original languageEnglish
Place of PublicationOdense
Number of pages20
Publication statusPublished - 1999

Cite this

Munk, Claus ; Sørensen, Carsten. / Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates. Odense, 1999.
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keywords = "Renter, Investeringsplanl{\ae}gning",
author = "Claus Munk and Carsten S{\o}rensen",
note = "Opstilling: 658.152 mun L{\o}be nr.: 999161",
year = "1999",
language = "English",
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Munk, C & Sørensen, C 1999 'Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates' Odense.

Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates. / Munk, Claus; Sørensen, Carsten.

Odense, 1999.

Research output: Working paper › Research

TY - UNPB

T1 - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

AU - Munk, Claus

AU - Sørensen, Carsten

N1 - Opstilling: 658.152 mun Løbe nr.: 999161

PY - 1999

Y1 - 1999

KW - Renter

KW - Investeringsplanlægning

M3 - Working paper

BT - Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates

CY - Odense

ER -

Munk C, Sørensen C. Optimal investment strategies with a heath-Jarrow-Morton term structure of interest rates. Odense. 1999.