Valuation of cash flows under random rates of interest : a linear algebraic approach
P. Date; R. Mamon; I. C. Wang
| Year of publication: |
2007
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|---|---|
| Authors: | Date, Paresh ; Mamon, Rogemar ; Wang, I. C. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 1, p. 84-95
|
| Subject: | Finanzmathematik | Mathematical finance | Cash Flow | Cash flow | Zinsrisiko | Interest rate risk | Mathematische Optimierung | Mathematical programming |
| 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/10003755674