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.

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 f...