Contributions to Management Science: Fixed Income Modeling

Mili, Mehdi; Samaniego Medina, Reyes; di Pietro, Filippo

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.

Details

Published by: Springer

Publication Date: 2019-01-30

Format: Paperback

ISBN-13: 9783030070083

DOI: 10.1007/978-3-319-95285-7

Dimensions: 235cm x155cm

Pages: 297