Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
Saved in:
| Superior document: | Linköping Studies in Science and Technology. Dissertations Series ; v.2039 |
|---|---|
| : | |
| Place / Publishing House: | Linköping : : Linkopings Universitet,, 2019. {copy}2020. |
| Year of Publication: | 2019 |
| Edition: | 1st ed. |
| Language: | English |
| Series: | Linköping Studies in Science and Technology. Dissertations Series
|
| Online Access: | |
| Physical Description: | 1 online resource (156 pages) |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| LEADER | 02184nam a22003733i 4500 | ||
|---|---|---|---|
| 001 | 5005994920 | ||
| 003 | MiAaPQ | ||
| 005 | 20240229073833.0 | ||
| 006 | m o d | | ||
| 007 | cr cnu|||||||| | ||
| 008 | 240229s2019 xx o ||||0 eng d | ||
| 020 | |a 9789179299279 |q (electronic bk.) | ||
| 035 | |a (MiAaPQ)5005994920 | ||
| 035 | |a (Au-PeEL)EBL5994920 | ||
| 035 | |a (OCoLC)1132429080 | ||
| 040 | |a MiAaPQ |b eng |e rda |e pn |c MiAaPQ |d MiAaPQ | ||
| 100 | 1 | |a Hagenbjörk, Johan. | |
| 245 | 1 | 0 | |a Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets. |
| 250 | |a 1st ed. | ||
| 264 | 1 | |a Linköping : |b Linkopings Universitet, |c 2019. | |
| 264 | 4 | |c {copy}2020. | |
| 300 | |a 1 online resource (156 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a Linköping Studies in Science and Technology. Dissertations Series ; |v v.2039 | |
| 505 | 0 | |a Intro -- Abstract -- Sammanfattning -- Preface -- Acknowledgments -- List of Papers -- Author Statements -- Contents -- Introduction -- Market background -- Interest Rates -- Measuring Term Structures of Interest Rates -- Measuring the Systematic Risk Factors of Interest Rates -- Performance Attribution -- Measuring Interest Rate Risk -- Hedging Interest Rate Risk -- Credit Risk -- Reduced-Form Models -- Measuring the Financial Quantities on the Credit Risk Market -- Contribution -- Future Research -- Bibliography -- Nomenclature. | |
| 588 | |a Description based on publisher supplied metadata and other sources. | ||
| 590 | |a Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries. | ||
| 655 | 4 | |a Electronic books. | |
| 776 | 0 | 8 | |i Print version: |a Hagenbjörk, Johan |t Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets |d Linköping : Linkopings Universitet,c2019 |
| 797 | 2 | |a ProQuest (Firm) | |
| 830 | 0 | |a Linköping Studies in Science and Technology. Dissertations Series | |
| 856 | 4 | 0 | |u https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5994920 |z Click to View |