Valuation of cash flows under random rates of interest : a linear algebraic approach

P. Date; R. Mamon; I. C. Wang

Year of publication:	2007
Authors:	Date, Paresh ; Mamon, Rogemar ; Wang, I. C.
Published in:	Insurance / Mathematics & economics. - 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

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