Aspects of cash-flow valuation

This thesis consists of five papers. In the first two papers we consider a general approach to cash flow valuation, focusing on dynamic properties of the value of a stream of cash flows. The third paper discusses immunization theory, where old results are shown to hold in general deterministic model...

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Bibliographic Details
Main Author: Armerin, Fredrik
Format: Doctoral Thesis
Language:English
Published: KTH, Matematik 2004
Subjects:
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-76
http://nbn-resolving.de/urn:isbn:91-7283-915-5