Owner only: item control page
Cash Management using Multi-Stage Stochastic Programming
Ferstl, Robert and Weissensteiner, Alex
(2010)
Cash Management using Multi-Stage Stochastic Programming.
Quantitative Finance 10 (2), pp. 209-219.
Date of publication of this fulltext: 08 Apr 2010 08:19
Article
Alternative links to fulltext
Involved Institutions
Details
| Item type | Article | ||||
| Journal or Publication Title | Quantitative Finance | ||||
| Publisher: | ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD | ||||
|---|---|---|---|---|---|
| Place of Publication: | ABINGDON | ||||
| Volume: | 10 | ||||
| Number of Issue or Book Chapter: | 2 | ||||
| Page Range: | pp. 209-219 | ||||
| Date | 2010 | ||||
| Institutions | Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Finanzierung (Prof. Dr. Gregor Dorfleitner) | ||||
| Interdisciplinary Subject Network | Immobilien- und Kapitalmärkte | ||||
| Identification Number |
| ||||
| Related URLs |
| ||||
| Keywords | BOND PORTFOLIO MANAGEMENT; LIABILITY MANAGEMENT; MARKET PRICE; CREDIT RISK; MODEL; SIMULATION; SECURITIES; ASSET; Dynamic stochastic programming; Stochastic linear programming; Cash management; Market price of risk; Change of measure; Scenario generation | ||||
| Dewey Decimal Classification | 600 Technology > 650 Management & auxiliary services | ||||
| Status | Published | ||||
| Refereed | Yes, this version has been refereed | ||||
| Created at the University of Regensburg | Partially | ||||
| Item ID | 14092 |
Export bibliographical data
Owner only: item control page
Altmetric
Altmetric