Stochastic Optimization in Dynamic Asset and Liability Management
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Helsinki University of Technology |
Diplomityö
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Instructions for the author
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Date
2003
Major/Subject
Sovellettu matematiikka
Mcode
Mat-2
Degree programme
Language
en
Pages
60
Series
Description
Supervisor
Salo, AhtiThesis advisor
Holm, MatsKeywords
asset and liability management, hantering av tillgångar och skuldförbindelser, stochastic optimization, stokastisk optimering, scenariio tree, scenarioträd, risk, risk,