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The Pfandbrief Model

  • Manuela Spangler
Chapter
Part of the Mathematische Optimierung und Wirtschaftsmathematik | Mathematical Optimization and Economathematics book series (MOW)

Abstract

In this chapter we develop a multi-period Pfandbrief model which incorporates the required modelling features as derived in Section 2.3. Due to the complexity of the modelling, a stochastic simulation-based framework is our method of choice.

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Copyright information

© Springer Fachmedien Wiesbaden GmbH, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Institute of Mathematics, Business MathematicsUniversity of AugsburgAugsburgGermany

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