A. A. Dirotchka, I. S. Menshikov, “Profit and duration of obligation portfolios”, Mat. Model., 12:8 (2000), 93

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Matematicheskoe modelirovanie, 2000, Volume 12, Number 8, Pages 93–106 (Mi mm1009)

Computational methods and algorithms

Profit and duration of obligation portfolios

A. A. Dirotchka, I. S. Menshikov

Full-text PDF (1347 kB)

Received: 07.06.1999

Bibliographic databases:

Language: Russian

Citation: A. A. Dirotchka, I. S. Menshikov, “Profit and duration of obligation portfolios”, Mat. Model., 12:8 (2000), 93–106

Citation in format AMSBIB

\Bibitem{DirMen00}

\by A.~A.~Dirotchka, I.~S.~Menshikov

\paper Profit and duration of obligation portfolios

\jour Mat. Model.

\yr 2000

\vol 12

\issue 8

\pages 93--106

\mathnet{http://mi.mathnet.ru/mm1009}

\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=1818846}

\zmath{https://zbmath.org/?q=an:1027.91502}

Linking options:

https://www.mathnet.ru/eng/mm1009

https://www.mathnet.ru/eng/mm/v12/i8/p93

Citing articles in Google Scholar: Russian citations, English citations
Related articles in Google Scholar: Russian articles, English articles

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