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...
Uloženo v:
| Médium: | Elektronický zdroj E-kniha |
|---|---|
| Jazyk: | angličtina |
| Vydáno: |
Cham :
Springer International Publishing,
2018.
|
| Vydání: | 1st ed. 2018. |
| Edice: | Contributions to Management Science,
|
| Témata: | |
| ISBN: | 9783319952857 |
| ISSN: | 1431-1941 |
| On-line přístup: |
|
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 003 | SK-BrCVT | ||
| 005 | 20220618101045.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 180818s2018 gw | s |||| 0|eng d | ||
| 020 | |a 9783319952857 | ||
| 024 | 7 | |a 10.1007/978-3-319-95285-7 |2 doi | |
| 035 | |a CVTIDW12111 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 245 | 1 | 0 | |a New Methods in Fixed Income Modeling |h [electronic resource] : |b Fixed Income Modeling / |c edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Cham : |b Springer International Publishing, |c 2018. | |
| 300 | |a XII, 297 p. 42 illus. |b online resource. | ||
| 490 | 1 | |a Contributions to Management Science, |x 1431-1941 | |
| 500 | |a Economics and Finance | ||
| 505 | 0 | |a Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates Modelling -- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced -- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework -- An Overview of Post-Crisis Term Structure Models -- A comparison of estimation techniques for the covariance matrix in a fixed-income framework -- The term structure under non-linearity assumptions: New methods in time series -- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance. | |
| 516 | |a text file PDF | ||
| 520 | |a 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. | ||
| 650 | 0 | |a Risk management. | |
| 650 | 0 | |a Business enterprises-Finance. | |
| 650 | 0 | |a Investment banking. | |
| 650 | 0 | |a Securities. | |
| 650 | 0 | |a Financial engineering. | |
| 650 | 0 | |a Economics, Mathematical . | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-3-319-95285-7 |y Vzdialený prístup pre registrovaných používateľov |
| 910 | |b ZE09391 | ||
| 919 | |a 978-3-319-95285-7 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
| 992 | |a SUD | ||
| 999 | |c 236456 |d 236456 | ||