03987nam 2200649Ia 450 991102043200332120200520144314.09786611939557978111920704711192070459781281939555128193955297804707210700470721073(CKB)1000000000549450(EBL)366858(OCoLC)476202105(SSID)ssj0000251983(PQKBManifestationID)12048312(PQKBTitleCode)TC0000251983(PQKBWorkID)10190245(PQKB)11007601(MiAaPQ)EBC366858(Perlego)2776362(EXLCZ)99100000000054945020080602d2008 uy 0engur|n|---|||||txtccrStrategic asset allocation in fixed-income markets a MATLAB-based user's guide /Ken NyholmHoboken, NJ ;Chichester, West Sussex Wileyc20081 online resource (187 p.)The Wiley Finance SeriesDescription based upon print version of record.9780470753620 0470753625 Includes bibliographical references and index.Strategic Asset Allocation in Fixed-Income Markets; Contents; List of Figures; Preface and Disclaimer; Acknowledgements; 1 Introduction; 1.1 Strategic asset allocation; 1.2 Outline of the book; 2 Essential Elements of MATLAB; 2.1 Introduction; 2.2 Getting started; 2.3 Introductory matrix algebra; 2.4 Organising data; 2.5 Creating functions; 2.6 Linear regression; 2.7 Some estimation examples; 2.8 A brief introduction to simulations; 3 Fixed-Income Preliminaries; 3.1 Introduction; 3.2 Spot rates and yields; 3.3 Forward rates; 3.4 Bond pricing functions; 4 Risk and Return Measures4.1 Introduction4.2 Risk measures; 4.3 Fixed-income returns; 5 Term Structure Models; 5.1 Introduction; 5.2 Not necessarily arbitrage-free models; 5.3 Arbitrage-free models; 6 Asset Allocation; 6.1 Introduction; 6.2 Efficient portfolios; 6.3 Diversification; 6.4 The minimum variance portfolio; 6.5 Asset weight constraints; 6.6 The Capital Asset Pricing Model; 7 Statistical Tools; 7.1 Introduction; 7.2 Vector autoregression; 7.3 Regime-switching models; 7.4 Yield curve models in state-space form; 7.5 Importance sampling; 8 Building Graphical User Interfaces; 8.1 Introduction8.2 The 'guide' development environment8.3 Creating a simple GUI; 9 Useful Formulae and Expressions; 9.1 Introduction; 9.2 Matrix operations; 9.3 Decompositions; 9.4 Basic rules; 9.5 Distributions; 9.6 Functions; 9.7 Taylor series approximation; 9.8 Interest rates, returns and portfolio statistics; Bibliography; IndexMatlab 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 thisEnables readers to implement financial and econometric models in MatlabAll central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps neededAll concepts and techniques are introduced from a basic levelChapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities iThe Wiley Finance SeriesAsset allocationMathematical modelsAsset-liability managementMathematical modelsAsset allocationMathematical models.Asset-liability managementMathematical models.332.63/2044Nyholm Ken1841782MiAaPQMiAaPQMiAaPQBOOK9911020432003321Strategic asset allocation in fixed-income markets4421625UNINA02273nam 22005413 450 991102876240332120251005110104.0979-88-6881-733-510.1007/979-8-8688-1733-5(MiAaPQ)EBC32320718(Au-PeEL)EBL32320718(CKB)41018925300041(CaSebORM)9798868817335(OCoLC)1541951249(OCoLC-P)1541951249(EXLCZ)994101892530004120250930d2025 uy 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierAI Strategy and Security A Roadmap for Secure, Responsible, and Resilient AI Adoption1st ed.Berkeley, CA :Apress L. P.,2025.©2025.1 online resource (195 pages)Professional and Applied Computing SeriesIncludes index.979-88-6881-732-8 Chapter 1, Strategy Development -- Chapter 2, Assess AI Readiness -- Chapter 3, The Team -- Chapter 4, Securing AI -- Chapter 5, Governance and Risks -- Chapter 6, Ensuring Responsible AI -- Chapter 7, Regulations and Standards -- Chapter 8, Operationalizing AI -- Chapter 9, Continuous Improvement -- Chapter 10, AI as a Way of Doing Business -- Chapter 11, The AI Adoption and Management Framework.AI will fundamentally change the way business is conducted across most industries.Organizations that excel at leveraging secure, responsible AI to advance their strategic objectives will have a distinct advantage.Those that do not may see their market share erode.Professional and Applied Computing SeriesArtificial intelligenceBusiness applicationsSuccess in businessStrategic planningArtificial intelligenceBusiness applications.Success in business.Strategic planning.658.5/14Wendt Donnie W1779956MiAaPQMiAaPQMiAaPQBOOK9911028762403321AI Strategy and Security4436687UNINA