Valuation of cash flows under random rates of interest: A linear algebraic approach
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 41 (2007)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Mitra, Sovan & Date, Paresh & Mamon, Rogemar & Wang, I-Chieh, 2013. "Pricing and risk management of interest rate swaps," European Journal of Operational Research, Elsevier, vol. 228(1), pages 102-111.
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