A stochastic optimization model for multi-currency bond portfolio management
By: Tuula Hakala.
Series: Acta Universitatis Oeconomicae Helsingiensis.; 111
Publisher: Helsinki School of Economics and Business Administration
Published: 1996
Place of publication: Helsinki
Language: eng
Number of pages: 125
Subjects: Interest rates -- Mathematical models.; Risk -- Mathematical models.; Stochastic programming.
Notes: Includes bibliographical references (p. 115-125).