Bond Portfolio Optimization
Language: English
Published by Springer 2008-01, 2008
- Softcover
- New
Seller: Chiron Media, Wallingford, United KingdomChiron Media
AbeBooks seller since August 2, 2010
Condition: New
US$ 115.58
Quantity: 20 available
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This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.
Seller Inventory # 6666-IUK-9783540765929
- Title
- Bond Portfolio Optimization
- Author
- Puhle, Michael
- Publisher
- Springer 2008-01
- Publication year
- 2008
- Condition
- New
- Binding
- PF
- Language
- English
- ISBN 10
- 3540765921
- ISBN 13
- 9783540765929
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.
"Synopsis" may belong to another edition of this title.
Chiron Media
Wallingford, United Kingdom
AbeBooks seller since August 2, 2010
Shipping rates from United Kingdom to U.S.A.
| Item | 24 to 38 business days | 24 to 38 business days |
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| First item | US$ 5.99 | US$ 5.99 |
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WRAP Ltd
Unit 4, 119 Loverock Rd
Reading, United Kingdom RG30 1DZ
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