1

Simulation and evaluation of the distribution of interest rate risk

Year:
2018
Language:
english
File:
PDF, 1.66 MB
english, 2018
3

Measurement of Interest Rates Using a Convex Optimization Model

Year:
2016
Language:
english
File:
PDF, 1.27 MB
english, 2016
4

Corporate hedging: an answer to the “how” question

Year:
2017
Language:
english
File:
PDF, 1.76 MB
english, 2017
8

Positive forward rates in the maximum smoothenss framework

Year:
2004
Language:
english
File:
PDF, 1.34 MB
english, 2004
11

A multistage stochastic programming algorithm suitable for parallel computing

Year:
2003
Language:
english
File:
PDF, 187 KB
english, 2003