The Resource New Methods in Fixed Income Modeling : Fixed Income Modeling, edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, (electronic resource)

New Methods in Fixed Income Modeling : Fixed Income Modeling, edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, (electronic resource)

Label
New Methods in Fixed Income Modeling : Fixed Income Modeling
Title
New Methods in Fixed Income Modeling
Title remainder
Fixed Income Modeling
Statement of responsibility
edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro
Contributor
Editor
Editor
Subject
Language
eng
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
Member of
Dewey number
658.155
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsedt
  • Cmb5vPe2EmQ
  • fJ14q3XS274
  • 560mbAZ8LAw
Image bit depth
0
LC call number
HD61
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • Mili, Mehdi.
  • Samaniego Medina, Reyes.
  • di Pietro, Filippo.
Series statement
Contributions to Management Science,
http://library.link/vocab/subjectName
  • Risk management
  • Business enterprises-Finance
  • Investment banking
  • Securities
  • Financial engineering
  • Finance
  • Risk Management
  • Business Finance
  • Investments and Securities
  • Financial Engineering
  • Quantitative Finance
Label
New Methods in Fixed Income Modeling : Fixed Income Modeling, edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates Modelling -- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced -- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework -- An Overview of Post-Crisis Term Structure Models -- A comparison of estimation techniques for the covariance matrix in a fixed-income framework -- The term structure under non-linearity assumptions: New methods in time series -- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (XII, 297 p. 42 illus.)
File format
multiple file formats
Form of item
online
Isbn
9783319952857
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-95285-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000005820452
  • (DE-He213)978-3-319-95285-7
  • (MiAaPQ)EBC5495488
  • (EXLCZ)994100000005820452
Label
New Methods in Fixed Income Modeling : Fixed Income Modeling, edited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro, (electronic resource)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Term Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates Modelling -- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced -- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework -- An Overview of Post-Crisis Term Structure Models -- A comparison of estimation techniques for the covariance matrix in a fixed-income framework -- The term structure under non-linearity assumptions: New methods in time series -- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (XII, 297 p. 42 illus.)
File format
multiple file formats
Form of item
online
Isbn
9783319952857
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-95285-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
  • (CKB)4100000005820452
  • (DE-He213)978-3-319-95285-7
  • (MiAaPQ)EBC5495488
  • (EXLCZ)994100000005820452

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