Interest Rate Scenario Generation for Stochastic Programming

Omri Ross

TypeMaster's thesis [Academic thesis]
Year2007
PublisherInformatics and Mathematical Modelling, Technical University of Denmark, DTU
AddressRichard Petersens Plads, Building 321, DK-2800 Kgs. Lyngby
SeriesIMM-Thesis-2007-87
NoteSupervised by Professor Jens Clausen, IMM, DTU, and PhD student Kourosh Marjani Rasmussen, IMM, DTU.
Electronic version(s)[pdf]
BibTeX data [bibtex]
IMM Group(s)Operations Research