New Methods in Fixed Income Modeling : Fixed Income Modeling

edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro

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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Year of publication:	2018
Other Persons:	Mili, Mehdi (ed.) ; Samaniego Medina, Reyes (ed.) ; Di Pietro, Filippo (ed.)
Publisher:	Cham : Springer International Publishing
Subject:	Anleihe \| Bond \| Theorie \| Theory \| Modellierung \| Scientific modelling \| Zinsstruktur \| Yield curve \| Prognoseverfahren \| Forecasting model \| Kapitalmarktrendite \| Capital market returns \| Portfolio-Management \| Portfolio selection \| Festverzinsliches Wertpapier \| Bewertung \| Risikomanagement
Description of contents:	Description [zbmath.org]

Extent:	Online-Ressource (XII, 297 p. 42 illus, online resource)
Series:	Contributions to Management Science Springer eBook Collection SpringerLink / Bücher
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-3-319-95285-7 ; 978-3-319-95284-0 ; 978-3-319-95286-4
Other identifiers:	10.1007/978-3-319-95285-7 [DOI]
Classification:	Geld, Inflation, Kapitalmarkt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012396848