New Methods in Fixed Income Modeling

This book PDF is perfect for those who love Business & Economics genre, written by Mehdi Mili and published by Springer which was released on 18 August 2018 with total hardcover pages 297. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related New Methods in Fixed Income Modeling books below.

New Methods in Fixed Income Modeling

Author	: Mehdi Mili
File Size	: 48,5 Mb
Publisher	: Springer
Language	: English
Release Date	: 18 August 2018
ISBN	: 9783319952857
Pages	: 297 pages

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New Methods in Fixed Income Modeling by Mehdi Mili Book PDF Summary

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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A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models

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Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not

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Optimization Based Models for Measuring and Hedging Risk in Fixed Income Markets by Johan Hagenbjörk

The global fixed income market is an enormous financial market whose value by far exceeds that of the public stock markets. The interbank market consists of interest rate derivatives, whose primary purpose is to manage interest rate risk. The credit market primarily consists of the bond market, which links investors

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