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商品詳細
New Methods in Fixed Income Modeling : Fixed Income Modeling. 確定利付モデリングの新方法
・ISBN 978-3-319-95284-0 hard EUR 129.99
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| 著者・編者 | Mili, Mehdi / Samaniego Medina, R. / di Pietro, F. (eds.), |
|---|---|
| シリーズ | Contributions to Management Science |
| 出版社 | (Springer, GW) |
| 出版年月 | 2018 |
| ページ数 | 297 pp. |
| 言語 | ENG |
| ニュース番号 | ＜647-569 647-P1138＞ |
解説
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.