Title: Strategic asset allocation in fixed-income markets
Subtitle: a MATLAB-based user's guide
First published: 2008
Description: Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this  Enables readers to implement financial and econometric models in Matlab  All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps needed  All concepts and techniques are introduced from a basic level  Chapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities if Matlab. The chapter concludes with a walkthrough of a linear regression model, showing how Matlab can be used to solve an example problem analytically and by the use of optimization and simulation techniques  Chapter 2 introduces expected return and risk as central concepts in finance theory using fixed income instruments as exa...
Subjects: Mathematical models, Asset allocation, Asset-liability management, Business, Finance, Nonfiction, Investments, Portfolio management
LC classification: HG4529.5 .N94 2008