Stochastic programming models for interest-rate risk management
Name
31017761-MIT.pdf
Description
Full printable version
Size
16.17 MB
Format
Adobe PDF
Checksum (MD5)
c3d80f5f7ec22a5fbb73e9ab73a4e892
Author(s)
Klaassen, Pieter
Advisor(s)
Jeremy F. Shapiro.
Date Issued
1994
Publisher
Massachusetts Institute of Technology
Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1994.
Includes bibliographical references (leaves 174-178).
Subjects
Sloan School of Management
MIT Department
Sloan School of Management
Massachusetts Institute of Technology. Operations Research Center
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