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Bond Portfolio Optimisation using Stochastic Control under Libor Market Model

Foong, Dennis Shee Heng (2016) Bond Portfolio Optimisation using Stochastic Control under Libor Market Model. Master dissertation/thesis, UTAR.

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      Item Type: Final Year Project / Dissertation / Thesis (Master dissertation/thesis)
      Subjects: H Social Sciences > HG Finance
      Divisions: Institute of Postgraduate Studies & Research > Faculty of Engineering and Science (FES) - Sg. Long Campus > Master of Science
      Institute of Postgraduate Studies & Research > Faculty of Engineering and Science (FES) - Sg. Long Campus > Master of Science
      Depositing User: Sg Long Library
      Date Deposited: 12 Apr 2017 17:33
      Last Modified: 12 Apr 2017 17:33
      URI: http://eprints.utar.edu.my/id/eprint/2404

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