Managing your own Debt

Soren S. Nielsen, Rolf Poulsen

KeywordsInterest-rate modeling, stochastic programming, mortgage backed securities
TypeJournal paper [With referee]
JournalEuropean Financial Management
Year2002    Vol. 8    No. 2    pp. 193-210
Publication linkhttp://www.imm.dtu.dk/~sn/ps_files/OwnDebt.ps
BibTeX data [bibtex]
IMM Group(s)Operations Research