New Methods in Fixed Income Modeling Fixed Income Modeling /

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 f...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Cham : Springer International Publishing, 2018.
Ausgabe:1st ed. 2018.
Schriftenreihe:Contributions to Management Science,
Schlagworte:
ISBN:9783319952857
ISSN:1431-1941
Online-Zugang: Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
Beschreibung:Economics and Finance
Beschreibung:XII, 297 p. 42 illus. online resource.
ISBN:9783319952857
ISSN:1431-1941