Optimal interest rate derivatives portfolio with controlled sensitivities
Konstantinos Kiriakopoulos; George Kaimakamis; Charalambos Botsaris
Year of publication: |
2010
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Authors: | Kiriakopoulos, Konstantinos ; Kaimakamis, George ; Botsaris, Charalambos |
Published in: |
International journal of decision sciences, risk and management. - Genève : Inderscience, ISSN 1753-7169, ZDB-ID 25122769. - Vol. 2.2010, 1/2, p. 112-128
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