New Methods in Fixed Income Modeling
Fixed Income Modeling
| <p>Applies new mathematical findings in finance to fixed income products and offers empirical examples of various market instruments</p><p>Focuses on fixed income investments that have created new market risks </p><p> Presents new trends in hedging fixed income instruments<br></p> |
Inhalt
<p>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.<br></p><p></p>