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Optimal portfolios of interest-rate securities
Optimal portfolios of interest-rate securities
Andrzej Palczewski Institute of Applied Mathematics University of Warsaw Banacha 2, 02-097 Warsaw, Pol ... more>>
Tags: interest rates,
credit risk,
interest rate,
cash flows,
fixed income,
term structure,
fixed income securities,
expected return,
standard deviation,
portfolio theory,
working paper,
minimum variance,
investment science,
portfolio managers,
cash flow streams
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Fixed Income Management
Derivatives Market Update
CDOs and CDS: The Insatiable Appetite for Innovation
Presented By: Jack Sommers, CFA Managing Principal Income Researc ... more>>
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Language: 0
Views: 74
Language: English
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Language: ENGLISH
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Language: English