Bond Portfolio Optimisation using Stochastic Control under Libor Market Model
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2016
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| Online Access: | http://eprints.utar.edu.my/2404/ http://eprints.utar.edu.my/2404/1/SCA%2D2016%2D1406084%2D1.pdf http://eprints.utar.edu.my/2404/2/SCA%2D2016%2D1406084%2D1.pdf |