Research Catalog

A stochastic optimization model for multi-currency bond portfolio management

Title
A stochastic optimization model for multi-currency bond portfolio management / Tuula Hakala.
Author
Hakala, Tuula.
Publication
Helsinki : Helsinki School of Economics and Business Administration, 1996.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
TextRequest in advance JBF 96-1548Offsite

Details

Description
125 p. : ill.; 25 cm.
Series Statement
Acta Universitatis Oeconomicae Helsingiensis. 1237-556x ; 111
Subject
  • Stochastic programming
  • Interest rates > Mathematical models
  • Risk > Mathematical models
Bibliography (note)
  • Includes bibliographical references (p. 115-125).
Call Number
JBF 96-1548
ISBN
9517910177
OCLC
35786777
Author
Hakala, Tuula.
Title
A stochastic optimization model for multi-currency bond portfolio management / Tuula Hakala.
Imprint
Helsinki : Helsinki School of Economics and Business Administration, 1996.
Series
Acta Universitatis Oeconomicae Helsingiensis. A, 1237-556x ; 111
Bibliography
Includes bibliographical references (p. 115-125).
Research Call Number
JBF 96-1548
View in Legacy Catalog