A Tree-Based Algorithm for Risk Management of Interest Rate Derivatives Portfolios
Year of publication: |
[1999]
|
---|---|
Authors: | Kiriakopoulos, Konstantinos |
Other Persons: | Christofides, Nikos (contributor) ; Salkin, Gerry (contributor) |
Publisher: |
[1999]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
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