Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds / edited by Arjan B. Berkelaar, Joachim Coche, Ken Nyholm.
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TextPublication details: Basingstoke, UK ; New York : Palgrave Macmillan, 2010.Description: xxxix, 366 p. : ill. ; 23 cmISBN: - 9780230240124 (hbk.)
- 0230240127 (hbk.)
- 332.1'13 22
- HG1615.25 .I58 2010
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Includes bibliographical references and index.
"This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading institutions in their field"--Provided by publisher.
oif 22/06/15
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