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.
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- 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)