Bond Portfolio Optimisation using Stochastic Control under Libor Market Model
| Main Author: | |
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2016
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| Subjects: | |
| 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 |
| _version_ | 1848885655200858112 |
|---|---|
| author | Foong, Dennis Shee Heng |
| author_facet | Foong, Dennis Shee Heng |
| author_sort | Foong, Dennis Shee Heng |
| building | UTAR Institutional Repository |
| collection | Online Access |
| first_indexed | 2025-11-15T19:26:03Z |
| format | Final Year Project / Dissertation / Thesis |
| id | utar-2404 |
| institution | Universiti Tunku Abdul Rahman |
| institution_category | Local University |
| last_indexed | 2025-11-15T19:26:03Z |
| publishDate | 2016 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | utar-24042017-04-12T09:33:02Z Bond Portfolio Optimisation using Stochastic Control under Libor Market Model Foong, Dennis Shee Heng HG Finance 2016 Final Year Project / Dissertation / Thesis NonPeerReviewed application/pdf http://eprints.utar.edu.my/2404/1/SCA%2D2016%2D1406084%2D1.pdf application/pdf http://eprints.utar.edu.my/2404/2/SCA%2D2016%2D1406084%2D1.pdf Foong, Dennis Shee Heng (2016) Bond Portfolio Optimisation using Stochastic Control under Libor Market Model. Master dissertation/thesis, UTAR. http://eprints.utar.edu.my/2404/ |
| spellingShingle | HG Finance Foong, Dennis Shee Heng Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title | Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title_full | Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title_fullStr | Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title_full_unstemmed | Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title_short | Bond Portfolio Optimisation using Stochastic Control under Libor Market Model |
| title_sort | bond portfolio optimisation using stochastic control under libor market model |
| topic | HG Finance |
| url | 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 |