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A two-factor, stochastic programming model of Danish mortgage-backed securities

Nielsen, Søren S.; Poulsen, Rolf - In: Journal of economic dynamics & control 28 (2004) 7, pp. 1267-1290

Persistent link: https://www.econbiz.de/10006758745

Dense and Sparse Matrix Classes Using the C++ Standard Template Library

Nielsen, Søren S. - In: Computational economics 14 (1999) 1, pp. 47-68

Persistent link: https://www.econbiz.de/10007054883

Programming Languages and Systems in Computational Economics and Finance

Nielsen, Søren S. - 2002

This volume contains a collection of invited, peer-reviewed papers that each highlights a particular system, language, model or paradigm from one of the computational disciplines, aimed at researchers and practitioners from the other fields. The 15 papers cover a wide range of relevant topics;...

Persistent link: https://www.econbiz.de/10013519435

Practical financial optimization : decision making for financial engineers

Zenios, Stavros Andrea; Zenios, Stauros Andrea - 2007 - 1. publ.

Persistent link: https://www.econbiz.de/10002795544

Financial optimization : [in November 1989 a conference took place at The Wharton School, University of Pennsylvania on the topic of financial optimization]

Zenios, Stavros Andrea (contributor); Zenios, Stavros A. (ed.) - 1995 - Reprinted

Persistent link: https://www.econbiz.de/10013493619

Balancing large social accounting matrices with nonlinear network programming

Drud, Arne; Zenios, Stauros Andrea; Mulvey, John M. - 1986

Persistent link: https://www.econbiz.de/10000691855

Optimal mortgage loan diversification

Rasmussen, Kourosh M. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003729165

Controlling currency risk with options or forwards

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Handbook of financial engineering, (pp. 245-278). 2008

Persistent link: https://www.econbiz.de/10003753682

Pricing options on scenario trees

Topaloglou, Nikolas; Vladimirou, Hercules; Zenios, … - In: Journal of banking & finance 32 (2008) 2, pp. 283-298

Persistent link: https://www.econbiz.de/10003647220

Theory and methodology

Zenios, Stauros Andrea (contributor) - 2006

Persistent link: https://www.econbiz.de/10003351607

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