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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}
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  • https://www.mathnet.ru/eng/mm/v12/i8/p93
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    		Математическое моделирование
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    Full-text PDF :1526
    References:4
    First page:1
     
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