Bond Portfolio Optimization

1 The tools of modern portfolio theory are in general use in the equity markets, either in the form of portfolio optimization software or as an accepted frame- 2 work in which the asset managers think about stock selection. In the ?xed income market on the other hand, these tools seem irrelevant or...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Puhle, Michael (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Lecture Notes in Economics and Mathematical Systems, 605
Temas:
Finance.
Social sciences > Mathematics.
Operations research.
Mathematical optimization.
Financial Economics.
Mathematics in Business, Economics and Finance.
Operations Research and Decision Theory.
Optimization.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Bond Market Terminology
  • Term Structure Modeling in Continuous Time
  • Static Bond Portfolio Optimization
  • Dynamic Bond Portfolio Optimization in Continuous Time
  • Summary and Conclusion.

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