Strategic asset allocation in fixed-income markets a MATLAB-based user's guide Ken Nyholm.
By: Nyholm, Ken
.
Series: [Wiley finance].Hoboken, NJ Wiley ©2008Description: xv, 167 páginas ilustrado 23 cm.ISBN: 9780470753620.Subject(s): Asset allocation -- Mathematical models | Asset-liability management -- Mathematical models | Asignación de activos -- Modelos matemáticos | Administración de activos y pasivos -- Modelo matemáticoDDC classification: 332.632044 Online resources: Table of contents only
Contents:
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
| Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|---|
Libros
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Biblioteca Central | General | 332.632044 / N994s (Browse shelf) | Ej. 1 | Available | 8000022271 |
Total holds: 0
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| 332.632 / T898f Fixed income securities | 332.632042 / F121f Floating-Rate Securities | 332.632042 / L477t Theory and methodology of tactical asset allocation | 332.632044 / N994s Strategic asset allocation in fixed-income markets | 332.632044 / Y68a A guide to fixed income analysis | 332.6322 / IA11o Options theory and trading | 332.63223 / W872t Trading and investing in bond options |
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
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