Download This PaperFRE-GY6711: Quantitative Portfolio Management Module 3 - Fixed Income (Presentation Slides)
119 Pages Posted: 20 Jul 2017
Date Written: July 17, 2017
Abstract
Lecture Notes for Quantitative Portfolio Management Module 3 - Fixed Income
Keywords: Spot Rate, Forward Rate, Par Yield, Yield Curve, Duration, Convexity, Key Rates, Nelson-Siegel, Spread Curve, Credit Limits, Mortages, Credit Default Swaps, Index Tracking, Immunization, Duration Targeting
JEL Classification: G11, G12, G15, G20
Suggested Citation: Suggested Citation
Philips, Thomas K., FRE-GY6711: Quantitative Portfolio Management Module 3 - Fixed Income (Presentation Slides) (July 17, 2017). Available at SSRN: https://ssrn.com/abstract=3004085 or http://dx.doi.org/10.2139/ssrn.3004085
Thomas K. Philips (Contact Author)
NYU Tandon School of Engineering - Department of Finance and Risk Engineering ( email )
Brooklyn, NY 11201
United States
Register to save articles to
your library
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
