Munk, Claus.
Munk, Claus, 1969-
Munk, Claus f. 1969-07-22
Claus Munk
VIAF ID: 187332066 ( Personal )
Permalink: http://viaf.org/viaf/187332066
Preferred Forms
- 100 0 _ ‡a Claus Munk
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- 100 1 _ ‡a Munk, Claus
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- 100 1 _ ‡a Munk, Claus
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- 100 1 _ ‡a Munk, Claus
- 100 1 _ ‡a Munk, Claus ‡d 1969-
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- 100 1 _ ‡a Munk, Claus ‡d f. 1969-07-22
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4xx's: Alternate Name Forms (5)
5xx's: Related Names (4)
- 510 2 _ ‡a Aarhus Universitet ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Handelshøjskolen i København ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Institut for Finansiering ‡g Århus ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
- 510 2 _ ‡a Syddansk Universitet ‡4 affi ‡4 https://d-nb.info/standards/elementset/gnd#affiliation ‡e Affiliation
Works
Title | Sources |
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Bond durations | |
Consumption habits and humps | |
Financial asset pricing theory | |
Fixed income modelling | |
No-arbitrage bounds on contingent claims prices with convex constraints on the dollar investments of the hedge portfolio | |
Optimal consumption and investment strategies with stochastic interest rates | |
Optimal consumption/portfolio policies and contingent claims pricing and hedging in incomplete markets | |
Optimal housing, consumption, and investment decisions over the life-cycle | |
Portfolio choice under inflation | |
Predictors and portfolios over the life cycle | |
Stochastic duration and fast coupon bond option pricing in multi-factor models | |
The ¤Markov chain approximation approach for numerical solution of stochastic control problems |