Managing your own Debt |
Soren S. Nielsen, Rolf Poulsen
|
Keywords | Interest-rate modeling, stochastic programming, mortgage backed securities |
Type | Journal paper [With referee] |
Journal | European Financial Management |
Year | 2002 Vol. 8 No. 2 pp. 193-210 |
Publication link | http://www.imm.dtu.dk/~sn/ps_files/OwnDebt.ps |
BibTeX data | [bibtex] |
IMM Group(s) | Operations Research |