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New methods in fixed income modeling : fixed income modeling
Mili, Mehdi, (2018)
Forecasting the yield curve in a data-rich environment using the factor-augmented Nelson-Siegel model
Exterkate, Peter, (2013)
Modeling and forecasting the yield curve by an extended Nelson-Siegel class of models : a quantile autoregression approach
De Rezende, Rafael B., (2013)
Stabilizing implementable decisions in dynamic stochastic programming
Dempster, Michael A. H., (2017)
Lifecycle goal achievement or portfolio volatility reduction?
Dempster, Michael A. H., (2016)
Regulating complex derivatives : can the opaque be made transparent?
Dempster, Michael A. H., (2011)