LEADER 03962nam  22007095  450 
001 9910299629503321
005 20200706134217.0
010   $a3-319-95285-4
024 7 $a10.1007/978-3-319-95285-7
035   $a(CKB)4100000005820452
035   $a(DE-He213)978-3-319-95285-7
035   $a(MiAaPQ)EBC5495488
035   $a(EXLCZ)994100000005820452
100   $a20180818d2018      u|         0
101 0 $aeng
135   $aurnn|008mamaa
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aNew Methods in Fixed Income Modeling $eFixed Income Modeling /$fedited by Mehdi Mili, Reyes Samaniego Medina, Filippo di Pietro
205   $a1st ed. 2018.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018.
215   $a1 online resource (XII, 297 p. 42 illus.) 
225 1 $aContributions to Management Science,$x1431-1941
311   $a3-319-95284-6 
320   $aIncludes bibliographical references.
327   $aTerm Structure, Market Expectations of the Short Rate, and Expected Inflation -- A New Approach to CIR Short Term Rates Modelling -- The Heath-Jarrow-Morton Model with Regime Shifts and Jumps Priced -- Explicit computation of the post-crisis spot LIBOR in a jump-diffusion framework -- An Overview of Post-Crisis Term Structure Models -- A comparison of estimation techniques for the covariance matrix in a fixed-income framework -- The term structure under non-linearity assumptions: New methods in time series -- Affine type analysis for BESQ and CIR processes with applications to Mathematical Finance.
330   $aThis book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management.
410  0$aContributions to Management Science,$x1431-1941
606   $aRisk management
606   $aBusiness enterprises?Finance
606   $aInvestment banking
606   $aSecurities
606   $aFinancial engineering
606   $aEconomics, Mathematical 
606   $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040
606   $aBusiness Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/512000
606   $aInvestments and Securities$3https://scigraph.springernature.com/ontologies/product-market-codes/626020
606   $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
615  0$aRisk management.
615  0$aBusiness enterprises?Finance.
615  0$aInvestment banking.
615  0$aSecurities.
615  0$aFinancial engineering.
615  0$aEconomics, Mathematical .
615 14$aRisk Management.
615 24$aBusiness Finance.
615 24$aInvestments and Securities.
615 24$aFinancial Engineering.
615 24$aQuantitative Finance.
676   $a658.155
702   $aMili$b Mehdi$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $aSamaniego Medina$b Reyes$4edt$4http://id.loc.gov/vocabulary/relators/edt
702   $adi Pietro$b Filippo$4edt$4http://id.loc.gov/vocabulary/relators/edt
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910299629503321
996   $aNew Methods in Fixed Income Modeling$92543151
997   $aUNINA