A model for designing callable bonds and its solution using tabu search-Reference-Cited by-同舟云学术

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A model for designing callable bonds and its solution using tabu search

Published:1997-06 Issue:8-9 Volume:21 Page:1445-1470
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Consiglio Andrea,Zenios Stavros A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference26 articles.

1. Security design special issue: introduction;Allen;Financial Management,1993

2. The valuation of mortgage-backed securities;Bartlett,1994

3. Mortgage valuation models at Prudential Securities;Ben-Dov;Interfaces,1992

4. A one-factor model of interest rates and its application to treasury bond options;Black;Financial Analysts Journal,1990

5. A computer network approach to pricing mortgage-backed securities;Cagan;Financial Analysts Journal,1993

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Financial Markets;Encyclopedia of Operations Research and Management Science;2013

2. Evaluating callable and putable bonds: An eigenfunction expansion approach;Journal of Economic Dynamics and Control;2012-12

3. Enterprise-wide asset and liability management;Handbook of Asset and Liability Management;2008

4. Chapter 1 Enterprise-Wide Asset and Liability Management: Issues, Institutions, and Models;Theory and Methodology;2006

5. Multiterminal net assignments by scatter search;Mathematical and Computer Modelling;2005-04

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