This 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.
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