-
Anglický jazyk
Bond Portfolio Optimization
Autor: Michael Puhle
The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their... Viac o knihe
Na objednávku
87.11 €
bežná cena: 98.99 €
O knihe
The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered.
- Vydavateľstvo: Springer Berlin Heidelberg
- Rok vydania: 2008
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9783540765929
