Bond Portfolio Optimisation using Stochastic Control under Libor Market Model

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Bond Portfolio Optimisation using Stochastic Control under Libor Market Model

Bibliographic Details
Main Author:	Foong, Dennis Shee Heng
Format:	Final Year Project / Dissertation / Thesis
Published:	2016
Subjects:	HG Finance
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

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