Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds /

"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 leadi...

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Bibliographic Details
Other Authors: Berkelaar, Arjan B., Coche, Joachim, 1967-, Nyholm, Ken
Format: Book
Language:English
Published: Basingstoke, UK ; New York : Palgrave Macmillan, 2010.
Subjects: