New Methods in Fixed Income Modeling

Fixed Income Modeling

  • Mehdi Mili
  • Reyes Samaniego Medina
  • Filippo di Pietro

Part of the Contributions to Management Science book series (MANAGEMENT SC.)

Table of contents

  1. Front Matter
    Pages i-xii
  2. New Term Structure Modeling Approaches

    1. Front Matter
      Pages 1-1
    2. Giuseppe Orlando, Rosa Maria Mininni, Michele Bufalo
      Pages 35-43
    3. Robert J. Elliott, Tak Kuen Siu
      Pages 45-59
    4. Marcus R. W. Martin
      Pages 85-97
    5. José Carlos Vides, Jesús Iglesias, Antonio A. Golpe
      Pages 117-136
  3. New Advances in Fixed Income Management

    1. Front Matter
      Pages 149-149
    2. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas
      Pages 151-167
    3. Alberto Bueno-Guerrero, Manuel Moreno, Javier F. Navas
      Pages 169-180
    4. Iván de la Fuente, Eliseo Navarro, Gregorio Serna
      Pages 223-239
    5. Pilar Abad, Antonio Díaz, Ana Escribano, M. Dolores Robles
      Pages 241-261

About this book


This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has raised awareness for changes in market risk management strategies. The book offers a valuable resource for all researchers and practitioners interested in the theory behind fixed income instruments, and in their applications in financial portfolio management.


Fixed Income Modeling Yield Management Risk Management Investment Banking Financial Derivatives

Editors and affiliations

  • Mehdi Mili
    • 1
  • Reyes Samaniego Medina
    • 2
  • Filippo di Pietro
    • 3
  1. 1.Department of Economics and Finance, College of Business AdministrationUniversity of BahrainZallaqBahrain
  2. 2.Department of Financial Economics and AccountingPablo de Olavide UniversitySevilleSpain
  3. 3.Department of Financial Economics and Operations ManagementUniversity of SevilleSevilleSpain

Bibliographic information

Industry Sectors
Finance, Business & Banking