New Methods in Fixed Income Modeling (e-bog) af -
Pietro, Filippo di (redaktør)

New Methods in Fixed Income Modeling e-bog

802,25 DKK (inkl. moms 1002,81 DKK)
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk manag...
E-bog 802,25 DKK
Forfattere Pietro, Filippo di (redaktør)
Forlag Springer
Udgivet 18 august 2018
Genrer GPQD
Sprog English
Format epub
Beskyttelse LCP
ISBN 9783319952857
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management.