Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.

Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.

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Superior document:Linköping Studies in Science and Technology. Dissertations Series ; v.2039
:
Hagenbjörk, Johan.
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)
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(Au-PeEL)EBL5994920
(OCoLC)1132429080
collection bib_alma
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spelling Hagenbjörk, Johan.
Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
1st ed.
Linköping : Linkopings Universitet, 2019.
{copy}2020.
1 online resource (156 pages)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Linköping Studies in Science and Technology. Dissertations Series ; v.2039
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.
Description based on publisher supplied metadata and other sources.
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
Electronic books.
Print version: Hagenbjörk, Johan Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets Linköping : Linkopings Universitet,c2019
ProQuest (Firm)
Linköping Studies in Science and Technology. Dissertations Series
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5994920 Click to View
language English
format eBook
author Hagenbjörk, Johan.
spellingShingle Hagenbjörk, Johan.
Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
Linköping Studies in Science and Technology. Dissertations Series ;
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.
author_facet Hagenbjörk, Johan.
author_variant j h jh
author_sort Hagenbjörk, Johan.
title Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_full Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_fullStr Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_full_unstemmed Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_auth Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_new Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
title_sort optimization-based models for measuring and hedging risk in fixed income markets.
series Linköping Studies in Science and Technology. Dissertations Series ;
series2 Linköping Studies in Science and Technology. Dissertations Series ;
publisher Linkopings Universitet,
publishDate 2019
physical 1 online resource (156 pages)
edition 1st ed.
contents 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.
isbn 9789179299279
genre Electronic books.
genre_facet Electronic books.
url https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=5994920
illustrated Not Illustrated
oclc_num 1132429080
work_keys_str_mv AT hagenbjorkjohan optimizationbasedmodelsformeasuringandhedgingriskinfixedincomemarkets
status_str n
ids_txt_mv (MiAaPQ)5005994920
(Au-PeEL)EBL5994920
(OCoLC)1132429080
carrierType_str_mv cr
hierarchy_parent_title Linköping Studies in Science and Technology. Dissertations Series ; v.2039
is_hierarchy_title Optimization-Based Models for Measuring and Hedging Risk in Fixed Income Markets.
container_title Linköping Studies in Science and Technology. Dissertations Series ; v.2039
marc_error Info : MARC8 translation shorter than ISO-8859-1, choosing MARC8. --- [ 856 : z ]
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