The application of a multiperiod goal programming model in interest rate risk management : a special case of a depository bank
Year of publication: |
1994
|
---|---|
Authors: | Malick Ousmane, Sy ; Tan Hwee Cheng |
Publisher: |
Singapore |
Subject: | Mathematische Optimierung | Mathematical programming | Zinsrisiko | Interest rate risk | Bilanzstrukturmanagement | Asset-liability management | Theorie | Theory |
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