New Methods in Fixed Income Modeling Fixed Income Modeling /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Mili, Mehdi (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), Samaniego Medina, Reyes (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt), di Pietro, Filippo (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Έκδοση: 1st ed. 2018.
• Σειρά: Contributions to Management Science,
• Θέματα: Risk management.; Business enterprises-Finance.; Investment banking.; Securities.; Financial engineering.; Economics, Mathematical .; Risk Management.; Business Finance.; Investments and Securities.; Financial Engineering.; Quantitative Finance.
• Φυσική περιγραφή: 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.