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portada New Methods in Fixed Income Modeling (Contributions to Management Science)
Type
Physical Book
Publisher
Author
Year
2018
Language
English
Pages
297
Format
Hardcover
ISBN13
9783319952840
Edition No.
2018
Categories

New Methods in Fixed Income Modeling (Contributions to Management Science)

Mehdi Mili,Reyes Samaniego Medina,Filippo Di Pietro (Author) · Springer · Hardcover

New Methods in Fixed Income Modeling (Contributions to Management Science) - Mehdi Mili,Reyes Samaniego Medina,Filippo Di Pietro

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Synopsis "New Methods in Fixed Income Modeling (Contributions to Management Science) "

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.

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