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~person:"Zenios, Stauros Andrea"
~subject:"Financial Engineering"
~subject:"Theorie"
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Zenios, Stauros Andrea
Ebrahim, Muhammed Shahid
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Financial modelling : recent research ; [selection of papers presented and discussed during the two Meetings held in 1992 of the EURO Working Group on Financial Modelling]
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Modelling reality and personal modelling
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Operations research models in quantitative finance : proceedings of the XIII Meeting EURO Working Group for Financial Modeling, University of Cyprus, Nicosia, Cyprus
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Valuation of the embedded prepayment option of mortgage-backed securities
D'Ecclesia, Rita L.
- In:
Financial modelling : recent research ; [selection of …
,
(pp. 179-196)
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1994
Persistent link: https://www.econbiz.de/10001285727
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Stochastic programming models for portfolio optimization with mortgage backed securities : comprehensive research guide
MacKendall, Raymond A.
- In:
Operations research models in quantitative finance : …
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(pp. 134-171)
.
1994
Persistent link: https://www.econbiz.de/10001315480
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Computing price paths of mortgage-backed securities using massively parallel computing
Zenios, Stauros Andrea
- In:
Modelling reality and personal modelling
,
(pp. 374-407)
.
1993
Persistent link: https://www.econbiz.de/10001282547
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Complete prepayment models for mortgage-backed securities
Kang, Pan
- In:
Management science : journal of the Institute for …
38
(
1992
)
11
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pp. 1665-1685
Persistent link: https://www.econbiz.de/10001135938
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