New Methods in Fixed Income Modeling
Download or Read eBook New Methods in Fixed Income Modeling PDF written by Mehdi Mili and published by Springer. This book was released on 2018-08-18 with total page 298 pages. Available in PDF, EPUB and Kindle.
| Author | : Mehdi Mili |
| Publisher | : Springer |
| Total Pages | : 298 |
| Release | : 2018-08-18 |
| ISBN-10 | : 9783319952857 |
| ISBN-13 | : 3319952854 |
| Rating | : 4/5 (57 Downloads) |
Book Synopsis New Methods in Fixed Income Modeling by : Mehdi Mili
Book excerpt: 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.
