| Document Type
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BL
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| Record Number
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1032572
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| Doc. No
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b786942
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| Main Entry
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Nyholm, Ken.
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| Title & Author
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Strategic asset allocation in fixed-income markets : : a MATLAB-based user's guide /\ Ken Nyholm.
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| Publication Statement
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Chichester, England ;Hoboken, NJ :: Wiley,, ©2008.
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| Page. NO
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1 online resource (xv, 167 pages)
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| ISBN
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0470721073
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: 1119207045
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: 1281939552
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: 9780470721070
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: 9781119207047
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: 9781281939555
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0470753625
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9780470753620
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| Bibliographies/Indexes
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Includes bibliographical references (pages 161-162) and index.
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| Contents
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Strategic Asset Allocation in Fixed-Income Markets; Contents; List of Figures; Preface and Disclaimer; Acknowledgements; 1 Introduction; 2 Essential Elements of MATLAB; 3 Fixed-Income Preliminaries; 4 Risk and Return Measures; 5 Term Structure Models; 6 Asset Allocation; 7 Statistical Tools; 8 Building Graphical User Interfaces; 9 Useful Formulae and Expressions; Bibliography; Index.
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| Abstract
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Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this.; Enables readers to implement financial and econometric models in Matlab.; All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps needed.; All concepts and techniques are introduced from a basic level.; Chapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities if Matlab. Th.
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| Subject
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Asset allocation-- Mathematical models.
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| Subject
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Asset-liability management-- Mathematical models.
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Asset allocation-- Mathematical models.
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Asset-liability management-- Mathematical models.
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| Subject
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BUSINESS ECONOMICS-- Investments Securities-- General.
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| Dewey Classification
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332.63/2044
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| LC Classification
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HG4529.5.N94 2008eb
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