Essays about: "Multi-Currency Scenario Generation"

Found 1 essay containing the words Multi-Currency Scenario Generation.

  1. 1. An Optimization-Based Approach to the Funding of a Loan Portfolio

    University essay from Matematiska institutionen

    Author : Tobias Brushammar; Erik Windelhed; [2004]
    Keywords : Mathematical optimization; systems theory; Financial Optimization; Stochastic Programming; Loan and Lease Portfolio Management; Principal Component Analysis; Monte Carlo Simulation; Multi-Currency Scenario Generation; Optimeringslära; systemteori;

    Abstract : This thesis grew out of a problem encountered by a subsidiary of a Swedish multinational industrial corporation. This subsidiary is responsible for the corporation’s customer financing activities. In the thesis, we refer to these entities as the Division and the Corporation. READ MORE