New methods in fixed income modeling : fixed income modeling / Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, editors.

Format:

Book

Contributor:

Mili, Mehdi, editor.

Medina, Reyes Samaniego, editor.

Di Pietro, Filippo, editor.

Series:

Contributions to management science

Language:

English

Subjects (All):

Fixed-income securities--Mathematical models.

Fixed-income securities.

Physical Description:

xii, 297 pages : illustrations, charts ; 25 cm.

Place of Publication:

Cham, Switzerland : Springer, [2018]

Summary:

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.-- Provided by publisher.

Notes:

Includes bibliographical references.

ISBN:

3319952846

9783319952840

OCLC:

1039415566