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Stripping coupons with linear programming

D. E. Allen

Publication Data

Title Stripping coupons with linear programming
Author D. E. Allen
Contributors L. C. Thomas, Harry Zheng, Harry Zheng
Publisher University of Edinburgh, Centre for Financial Markets Research
Publication date 2000
Publication location Edinburgh
Language English

Topics

Zero coupon securities

Catalogue Data

OBNB ID GBA058767
ISBN 10 1902850289
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 33 p.
P1042 Includes bibliographical references.

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Stripping coupons with linear programming by D. E. Allen. ISBN 1902850289. Published by University of Edinburgh, Centre for Financial Markets Research in 2000. Publication and catalogue information, links to buy online and reader comments.

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