Stochastische mehrstufige lineare Programmierung im Asset- & -Liability-Management
By: von Christina A. Marohn
Series: Bank- und finanzwirtschaftliche Forschungen -- Bd. 282
Publisher: P. Haupt
Published: 1998
Place of publication: Bern
Language: ger
Number of pages: 169
Subjects: Asset-liability management; Mathematical models
Notes: Originally presented as the author's thesis (doctoral)--Universität St. Gallen, 1998.

Includes bibliographical references (p. [157]-169).