Nyholm, Ken.
Strategic asset allocation in fixed-income markets a MATLAB-based user's guide Ken Nyholm. - xv, 167 páginas ilustrado 23 cm - [Wiley finance] .
Incluye referencias bibliográficas e índice.
Introduction -- Strategic Asset Allocation -- Essential Elements of Matlab -- Fixed-Income Preliminaries -- Risk and Return Measures -- Term Structure Models -- Asset Allocation -- Statistical Tools -- Building graphical user interfaces -- Useful Formulae and Expressions
9780470753620
Asset allocation--Mathematical models.
Asset-liability management--Mathematical models.
Asignación de activos--Modelos matemáticos
Administración de activos y pasivos--Modelo matemático
332.632044 / N994s
Strategic asset allocation in fixed-income markets a MATLAB-based user's guide Ken Nyholm. - xv, 167 páginas ilustrado 23 cm - [Wiley finance] .
Incluye referencias bibliográficas e índice.
Introduction -- Strategic Asset Allocation -- Essential Elements of Matlab -- Fixed-Income Preliminaries -- Risk and Return Measures -- Term Structure Models -- Asset Allocation -- Statistical Tools -- Building graphical user interfaces -- Useful Formulae and Expressions
9780470753620
Asset allocation--Mathematical models.
Asset-liability management--Mathematical models.
Asignación de activos--Modelos matemáticos
Administración de activos y pasivos--Modelo matemático
332.632044 / N994s