Stochastic programming models for interest-rate risk management

Author(s)
Klaassen, Pieter
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Advisor
Jeremy F. Shapiro.
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Description
Thesis (Ph. D.)--Massachusetts Institute of Technology, Sloan School of Management, 1994.
 
Includes bibliographical references (leaves 174-178).
 
Date issued
1994
URI
http://hdl.handle.net/1721.1/11913
Department
Sloan School of Management; Massachusetts Institute of Technology. Operations Research Center
Publisher
Massachusetts Institute of Technology
Keywords
Sloan School of Management
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