Research Catalog

Stochastic programming models for interest-rate risk management

Title
Stochastic programming models for interest-rate risk management / by Pieter Klaassen.
Author
Klaassen, Pieter.
Publication
1994.

Items in the Library & Off-site

Filter by

1 Item

StatusFormatAccessCall NumberItem Location
Request for On-site UseRequest Scan
Not available - Please for assistance.
TextRequest in advance HG4529.5 .K55 1994aOff-site

Holdings

Details

Description
178 leaves : illustrations
Subject
  • Portfolio management > Mathematical models
  • Investment analysis > Mathematical models
  • Stochastic programming
Thesis (note)
  • Thesis (Ph. D.)--Sloan School of Management, MIT, 1994.
Reproduction (note)
  • Photocopy.
OCLC
ocm50674291
Owning Institutions
Columbia University Libraries