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Strategic Asset Allocation in Fixed-Income Markets: A MATLAB-Based User's Guide
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Language: English |
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Written for financial market practitioners as well as students in finance and economics, this book introduces readers to strategic asset allocation and its definition and applications, before going on to explain how to use MATLAB in fixed-income investments and risk measurement using introductory matrix algebra, linear regression, spot rates and yields, forward rates, and bond pricing functions. All financial concepts used in the book are introduced from a basic level and are subsequently extended into more complicated solution models.
MATLAB is used to solve numerous application examples. In addition, a supplemental set of MATLAB M-files is available for download.
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