Stochastic programming models for interest-rate risk management

Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1994.

Bibliographic Details
Main Author:	Klaassen, Pieter
Other Authors:	Jeremy F. Shapiro.
Format:	Thesis
Language:	eng
Published:	Massachusetts Institute of Technology 2005
Subjects:	Sloan School of Management
Online Access:	http://hdl.handle.net/1721.1/11913

Internet

http://hdl.handle.net/1721.1/11913