The Pfandbrief Model

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


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.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Fachmedien Wiesbaden GmbH, part of Springer Nature 2018

Authors and Affiliations

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

Personalised recommendations