Bond Portfolio Optimization

• Κύριος συγγραφέας: Puhle, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2008.
• Σειρά: Lecture Notes in Economics and Mathematical Systems, 605
• Θέματα: Finance.; Operations research.; Decision making.; Economics, Mathematical.; Mathematical optimization.; Finance, general.; Quantitative Finance.; Operation Research/Decision Theory.; Optimization.

1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant or...

Πίνακας περιεχομένων:

• Bond Market Terminology
• Term Structure Modeling in Continuous Time
• Static Bond Portfolio Optimization
• Dynamic Bond Portfolio Optimization in Continuous Time
• Summary and Conclusion.