New Methods in Fixed Income Modeling

Name: New Methods in Fixed Income Modeling
Brand: Springer Nature
SKU: 9783319952840
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Product Details

Brand

Springer Nature

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Part Number

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9783319952840

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New

Product Description

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.

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