"On the simulation of portfolios of interest rate and credit risk sensitive ..."

Norbert J. Jobst, Stavros A. Zenios (2005)

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DOI: 10.1016/J.EJOR.2003.08.044

access: closed

type: Journal Article

metadata version: 2020-02-21

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Norbert J. Jobst, Stavros A. Zenios:
On the simulation of portfolios of interest rate and credit risk sensitive securities. Eur. J. Oper. Res. 161(2): 298-324 (2005)

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