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Bond Portfolio Immunization with Imperfect Correlation of Forward Rates Across Maturities
Language: en
Pages: 196

Bond Portfolio Immunization with Imperfect Correlation of Forward Rates Across Maturities

Authors: Jae-Wook An
Categories: Bonds
Type: BOOK - Published: 1987 - Publisher:

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Bond Portfolio Optimization
Language: en
Pages: 143

Bond Portfolio Optimization

Authors: Michael Puhle
Categories: Business & Economics
Type: BOOK - Published: 2008-01-08 - Publisher: Springer Science & Business Media

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The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author st
Comprehensive Dissertation Index
Language: en
Pages: 978

Comprehensive Dissertation Index

Authors:
Categories: Dissertations, Academic
Type: BOOK - Published: 1989 - Publisher:

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Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets
Language: sv
Pages: 129

Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets

Authors: Johan Hagenbjörk
Categories:
Type: BOOK - Published: 2019-12-09 - Publisher: Linköping University Electronic Press

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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 int
Dissertation Abstracts International
Language: en
Pages: 468

Dissertation Abstracts International

Authors:
Categories: Dissertations, Academic
Type: BOOK - Published: 1987 - Publisher:

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