Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds

Berkelaar, A.; Coche, J.; Nyholm, K.

This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field.

Details

Published by: Palgrave Macmillan

Publication Date: 2009-11-30

Format: Hardcover

ISBN-13: 9780230240124

DOI: 10.1057/9780230251298

Dimensions: 216cm x140cm

Pages: 366