Book(electronic)2018

New methods in fixed income modeling

In: Contributions to management science

Mili, Mehdi; Medina, Reyes Samaniego; Di Pietro, Filippo

Order using Access(via Pollux)Order using Access(via your institution)

Checking availability at your location

Abstract

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.--

Report Issue

If you have problems with the access to a found title, you can use this form to contact us. You can also use this form to write to us if you have noticed any errors in the title display.