New Methods in Fixed Income Modeling Fixed Income Modeling /

• Corporate Author: SpringerLink (Online service)
• Other Authors: Mili, Mehdi (Editor, http://id.loc.gov/vocabulary/relators/edt), Samaniego Medina, Reyes (Editor, http://id.loc.gov/vocabulary/relators/edt), di Pietro, Filippo (Editor, http://id.loc.gov/vocabulary/relators/edt)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Contributions to Management Science,
• Subjects: Risk management.; Business enterprises-Finance.; Investment banking.; Securities.; Financial engineering.; Economics, Mathematical .; Risk Management.; Business Finance.; Investments and Securities.; Financial Engineering.; Quantitative Finance.
• Physical Description: XII, 297 p. 42 illus. online resource.
• ISBN: 9783319952857
• ISSN: 1431-1941
• DOI: 10.1007/978-3-319-95285-7

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.