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"How to Model Repricable-Rate, Non-maturity Products in a Bank: Theoretical ..."

Pascal Damel, Nadège Ribau-Peltre (2013)

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DOI: 10.1007/978-3-642-34300-1_26

access: closed

type: Part in Book or Collection

metadata version: 2017-05-16

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Pascal Damel, Nadège Ribau-Peltre:
How to Model Repricable-Rate, Non-maturity Products in a Bank: Theoretical and Practical Replicating Portfolio. Advanced Methods for Computational Collective Intelligence 2013: 269-278

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