Strategic Asset Allocation in Fixed-Income Markets: A MATLAB-Based User's Guide
Ken Nyholm, European Central Bank
John Wiley & Sons, Inc., 2008
ISBN: 978-0-470-75362-0;
Language: English
Written for financial market practitioners as well as students in finance and economics, this book introduces readers to strategic asset allocation and its definition and applications, before going on to explain how to use MATLAB in fixed-income investments and risk measurement using introductory matrix algebra, linear regression, spot rates and yields, forward rates, and bond pricing functions. All financial concepts used in the book are introduced from a basic level and are subsequently extended into more complicated solution models.
MATLAB is used to solve numerous application examples.
选择网站
选择网站以获取翻译的可用内容,以及查看当地活动和优惠。根据您的位置,我们建议您选择:。
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)