1991-05-01
Application of constraint logic programming to asset and liability management in banks
Publication
Publication
Computer science in economics and management , Volume 4 - Issue 2 p. 107- 116
Constraint logic programming is a relatively new and promising paradigm. In this paper it is shown that this approach yields flexible tools to support financial decision making. As an example we present an asset and liability management model implemented in the CHIP language.
| Additional Metadata | |
|---|---|
| , , | |
| doi.org/10.1007/BF00436285, hdl.handle.net/1765/76489 | |
| Computer science in economics and management | |
| Organisation | Rotterdam School of Management (RSM), Erasmus University |
|
Broek, J., & Daniels, H. (1991). Application of constraint logic programming to asset and liability management in banks. Computer science in economics and management, 4(2), 107–116. doi:10.1007/BF00436285 |
|