Asset liability management and duration matching using financial futures : a mathematical programming approach
by Krishnan Dandapani ; Anand S. Kunnathur
| Year of publication: |
1988
|
|---|---|
| Authors: | Dandapani, Krishnan |
| Other Persons: | Kunnathur, Anand S. (contributor) |
| Published in: |
The review of research in banking and finance : a publication of the Center for Banking and Financial Institutions, Florida International University. - Miami, Fla., ISSN 0887-1329, ZDB-ID 1115074-9. - Vol. 4.1988, 1, p. 33-48
|
| Subject: | Bilanzstrukturmanagement | Asset-liability management | Derivat | Derivative | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001100661