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 onlyItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros | Biblioteca Central | General | 332.632044 / N994s (Browse shelf) | Ej. 1 | Available | 8000022271 |
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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