Customer Reviews

Strategic Asset Allocation in Fixed Income Markets: A Matlab based user's guide (The Wiley Finance Series)

5 star:		(4)
4 star:		(0)
3 star:		(0)
2 star:		(1)
1 star:		(0)

 

 

Quoting the Soviet worker who wrote to The Pravda to condemn "Dr. Zhivago": "I have not read the book, but I deplore it". The table of contents left me puzzled. Term-structure models are dealt with over just 18 pages - this seems to satisfy all the five-star reviewers - after nothing more than fixed-income basics, there's talk of CAPM (is that the proposed approach to fixed-income asset allocation?), a why-these-particular-topics foray into econometrics, and some novice-oriented Matlab content. (GUIs?) I am struggling to see the book as a credible reference on the subject of its title.

I've read literally hundreds of finance book but this is quite easily one of the best. The theory is well paced and structured. This is complemented by numerous practical examples where the matlab code is given and also supplemented by excellent notes that ensure you are 100% in the clear about what is happening at all times.

I used it to learn matlab and also to implemet some term structure models. This book ensured both were painless processes.

If you are interested in learning matlab for finance or want a practical guide to term structure modelling this you MUST buy this book.

This book is a great resource for anyone involved in strategic asset allocation for central banks. It is theoretically solid, yet at the same time highly practical. Nyholm has done a great job and the Matlab examples and code are very useful. I heartily recommend this book to anyone that is serious about asset allocation for fixed income investors.

This is an excellent reference on term structure modeling for both central bankers and finance practitioners alike. Also, it provides a very useful introduction to applied modeling in Matlab. A must have on the finance bookshelf!

This book provides a comprehensive treatment of the tools necessary to understand and model the term structure of interest rates using Matlab. Beginners and experienced practitioners alike will find this to be a very useful read -- Highly Recommended.