Strategic Asset Allocation in Fixed Income Markets: A Matlab based user's guide (by Ken Nyholm)


Author(s): Ken Nyholm

Publisher: Wiley
Publish date: 2008-10-20
ISBN-10: 0470753625
ISBN-13: 9780470753620
Language: English
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… more…

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