New Methods In Fixed Income Modeling

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    New Methods in Fixed Income Modeling
    Fixed Income Modeling
    By: Mehdi Mili
    Publisher:
    Springer
    Print ISBN: 9783319952840, 3319952846
    eText ISBN: 9783319952857, 3319952854
    Copyright year: 2018
    Format: EPUB
    Available from $ 139.00 USD
    SKU 9783319952857
    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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