Bond Portfolio Optimization

Language: English

Published by Springer Berlin Heidelberg Jan 2008, 2008

3540765921 / 9783540765929

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Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, GermanyBuchWeltWeit Ludwig Meier e.K.

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Softcover

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This item is printed on demand - it takes 3-4 days longer - Neuware -The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond portfolio optimization problems. The author studies the necessary adjustments, examines the models with regard to the plausibility of their results and compares the outcomes to portfolio selection techniques used by practitioners. Both single-period and continuous-time bond portfolio optimization problems are considered. 156 pp. Englisch.

Seller Inventory # 9783540765929

Title
Bond Portfolio Optimization
Author
Michael Puhle
Publisher
Springer Berlin Heidelberg Jan 2008
Publication year
2008
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540765921
ISBN 13
9783540765929
Item weight
248 grams
Dimensions
235x155x9 mm

BuchWeltWeit Ludwig Meier e.K.

Bergisch Gladbach, Germany

5-star seller

AbeBooks seller since January 11, 2012

Shipping rates from Germany to U.S.A.

Item5 to 15 business days5 to 15 business days
First itemUS$ 25.85US$ 25.85
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BuchWeltWeit Ludwig Meier e.K.

Germany