Development of a DSS for fixed-income securities using OOP

Interfaces

Volumn 26, Issue 2, 1996, Pages 22-33

  Sodhi, Manmohan S ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Applications; Decision analysis; Finance; Investment

Indexed keywords

EID: 0039607986     PISSN: 00922102     EISSN: None     Source Type: Journal    
DOI: 10.1287/inte.26.2.22     Document Type: Article

References (6)

1. Black, F.; Derman, E.; and Toy, W. 1990, "A one-factor model of interest rates and its application to treasury bond options," Financial Analysts Journal, Vol. 46, No. 1, pp. 33-39.
2. Booch, G. 1991, Object Oriented Design - With Applications, Benjamin/Cummings Publishing Company, Redwood City, California.
3. Business Week 1991, September 30, "Software made simple," pp. 92-97.
4. Coad, P. and Yourdon, E. 1991, Object-Oriented Analysis, second edition, Yourdon Press, Englewood Cliffs, New Jersey.
5. Geoffrion, A. 1989, "Integrated modeling systems," Computer Science in Economics and Management, Vol. 2, No. 1, pp. 3-15.
6. Geoffrion, A. 1992, "Forces, trends, and opportunities in MS/OR," Operations Research, Vol. 40, No. 3, pp. 423-445.