Modern Multi Factor Analysis of Bond Portfolios is popular PDF and ePub book, written by Giovanni Barone-Adesi in 2015-12-03, it is a fantastic choice for those who relish reading online the Business & Economics genre. Let's immerse ourselves in this engaging Business & Economics book by exploring the summary and details provided below. Remember, Modern Multi Factor Analysis of Bond Portfolios can be Read Online from any device for your convenience.
Modern Multi Factor Analysis of Bond Portfolios Book PDF Summary
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
Detail Book of Modern Multi Factor Analysis of Bond Portfolios PDF
- Author : Giovanni Barone-Adesi
- Release : 03 December 2015
- Publisher : Springer
- ISBN : 9781137564863
- Genre : Business & Economics
- Total Page : 137 pages
- Language : English
- PDF File Size : 8,6 Mb
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