Zinsmodelle in der stochastischen Optimierung
Subtitle: mit Anwendungen im Asset- & Liability-Management
By: von Michael Schürle
Series: Bank- und finanzwirtschaftliche Forschungen -- Bd. 279
Publisher: P. Haupt
Published: 1998
Place of publication: Bern
Language: ger
Number of pages: 247
Subjects: Asset-liability management; Mathematical models; Interest rate risk; Interest rates
Notes: Originally presented as the author's thesis (doctoral)--Universität St. Gallen, 1998.

Includes bibliographical references (p. [237]-247).