Browsing All of EconStor by Author Poon, Ser-huang
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2008 | Short rate models: Hull-White or Black-Karasinski? Implementation note and model comparison for ALM | Khan, Aisha; Guan, Eric; Poon, Ser-huang |
2008 | Tranching and rating | Brennan, Michael; Hein, Julia; Poon, Ser-huang |
2008 | Choice of interest rate term structure models for assets and liability management | Guan, Zhenke; Gan, Bing; Khan, Aisha; Poon, Ser-huang |
2008 | Swap market model: Theory and empirical evidence | Gan, Bing; Guan, Eric; Poon, Ser-huang |
2010 | Multi-asset portfolio optimisation using a belief rule-based system | Chen, Yu-wang; Yang, Jian-bo; Xu, Dong-ling; Zhang, Dongxu; Acomb, Simon; Poon, Ser-huang |