About

Log in?

DTU users get better search results including licensed content and discounts on order fees.

Anyone can log in and get personalized features such as favorites, tags and feeds.

Log in as DTU user Log in as non-DTU user No thanks

DTU Findit

Recent

Boolean: (bicycle AND helmet) OR (head AND protection) (always group AND in parenthesis)
Title: title:(climate change)
Author: author:("bohr niels" OR "bohr n") (avoid only full first name)
Phrase: "water pump control" (does not work with wildcards)
Wildcards: wom?n pharm*

More help on how to search

Flexible matching

About search syntax

Search syntax Advanced
Close advanced
{{problem}}
By field Using AND/OR By author
This tool can help you build boolean queries suitable for doing a broad search for different synonyms or spellings of each word. Start via the drop-down below or just start typing in the search field.
{{ row.typeTitle }}: ( )

Since our index often lack the full first name of people it can be difficult to correctly search by author.

Fill in the fields and let us help you build a good query:

If you need to find everything possible, consider only searching by last name.

Use "Starting year" to ignore publications out of year range.

Author: Nielsen remove ISSN: 01651889 remove
Filter results...

Interpreted as:

journal:(Journal AND of AND Economic AND Dynamics AND and AND Control) AND title:(A AND two-factor AND stochastic AND programming AND model AND of AND Danish AND mortgage-backed AND securities)

Suggestions: Include records that partially match the query

Filter results
Access
Type
Language
Year
From DTU
Advanced
Previous 1 - 2 of 2 Next
Export
10 items by relevance
1 Journal article

A two-factor, stochastic programming model of Danish mortgage-backed securities

S. Nielsen, Søren; Poulsen, Rolf

Journal of Economic Dynamics and Control — 2004, Volume 28, Issue 7, pp. 1267-1289

Year: 2004

Language: English

More...
mi dkjbaflec ohp ng
2 Journal article

A two-factor, stochastic programming model of Danish mortgage-backed securities

Nielsen, Søren S.; Poulsen, Rolf

Journal of Economic Dynamics and Control — 2004, Volume 28, Issue 7, pp. 1267-1289

non-trivial, both in terms of deciding on an initial mortgage, and in terms of managing (rebalancing) it optimally.We propose a two-factor, arbitrage-free interest-rate model, calibrated to observable security prices, and implement on top of it a multi-stage, stochastic optimization program with the purpose

Year: 2004

Language: English

More...
eidkhplg onajc mfb

DTU users get better search results including licensed content and discounts on order fees.

Log in as DTU user