Puhle, Michael
Bond Portfolio Optimization
Table of contents
1. Introduction
2. Bond Market Terminology
3. Term Structure Modeling in Continuous Time
4. Static Bond Portfolio Optimization
5. Dynamic Bond Portfolio Optimization in Continuous Time
6. Summary and Conclusion
DRM-restrictions
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Keywords: BUSINESS & ECONOMICS / Management Science BUS042000
- Author(s)
- Puhle, Michael
- Publisher
- Springer
- Publication year
- 2008
- Language
- en
- Edition
- 1
- Category
- Economy
- Format
- Ebook
- eISBN (PDF)
- 9783540765936