Copied Modern Multi-Factor Analysis of Bond Portfolios
Modern Multi-Factor Analysis of Bond Portfolios
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$39.99 | $39.99 |
|
$36.00 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
Plant-Virus Interactions
$84.99
Referendums Around the World
$37.99
Ecology of Ungulates
$219.99
Using and Improving OpenMP for Devices, Tasks, and More
$39.99
Crafting Creativity & Creating Craft
$49.99
Gehirn und AD(H)S
$39.99
Environment and Welfare
$54.99
Interactive Collaborative Learning
$219.99
Mitigation and Financing of Seismic Risks: Turkish and International Perspectives
$109.99
Automated Theorem Proving
$109.99
Host Communities and Pilgrimage Tourism
$169.99
Technology for Combating WMD Terrorism
$54.99
Praxis und Forschung in der Erwachsenenbildung
$69.99
Religious Quest and National Identity in the Balkans
$109.99
The United Nations and the Pacific Islands
$129.99
Fixed-Income Portfolio Analytics
$54.99
Morbid Obesity in Adolescents
$109.99
Femininity, Masculinity, and Sexuality in Morocco and Hollywood
$109.99
The Political Economy of Apparel Exporting Industrial Parks in Ethiopia
$139.99
International Handbook of Earthquake Engineering
$219.99
Elektrolytstoffwechsel
$69.99
Top Girls
$74.99
Cancer Chemotherapy and Selective Drug Development
$169.99
Foraminifera von Mauritius
$59.99
Principal Investigators and R&D Failure
$119.00
The Digestive System: From Basic Sciences to Clinical Practice
$54.99
The History of Chinese Civilization
$89.00
The Palgrave Handbook of Globalization and Sport
$379.99
Der Magen
$59.99
A Seventeenth-Century Exposure of Superstition
$129.00
Sentiment Analysis for PTSD Signals
$39.99
Rookie Read-About Math: How Long Is It?
$4.46
Knowledge, Information and Creativity Support Systems: Recent Trends, Advances and Solutions
$129.00
Adaptation and Evolution in Marine Environments, Volume 1
$109.99
Strategie? Genie? Oder Zufall?
$14.99
Bifurcation Phenomena in Mathematical Physics and Related Topics
$219.99
Interactions in the Root Environment An Integrated Approach
$109.99
50 Schlsselideen Architektur
$24.99
Children and the Dark Side of Human Experience
$39.99
Hepatitis Viruses
$169.99
