Ken Nyholm's Books

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

With Empirical Illustrations and MATLAB Examples

By: Ken Nyholm

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A Practitioner's Guide to Discrete-Time Yield Curve Modelling

With Empirical Illustrations and MATLAB Examples

By: Ken Nyholm

This Element is intended for students and practitioners as a gentle and intuitive introduction to the field of discrete-time yield curve modelling. I strive to be as comprehensive as possible, while still adhering to the overall premise of putting a strong focus on practical applications. In addition to a thorough description of the Nelson-Siegel family of model, the Element contains a section on the intuitive relationship between P and Q measures, one on how the structure of a Nelson-Siegel model can be retained in the arbitrage-free framework, and a dedicated section that provides a detailed explanation for the Joslin, Singleton, and Zhu (2011) model.

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Page Count

152

Publisher

Cambridge University Press

Published Date

ISBN 10

1108982301

ISBN 13

9781108982306

Strategic Asset Allocation in Fixed Income Markets

A Matlab Based User's Guide

By: Ken Nyholm

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Strategic Asset Allocation in Fixed Income Markets

A Matlab Based User's Guide

By: Ken Nyholm

Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this Enables readers to implement financial and econometric models in Matlab All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps needed All concepts and techniques are introduced from a basic level Chapter 1 introduces Matlab and matrix algebra, it serves to make the reader familiar with the use and basic capabilities if Matlab. The chapter concludes with a walkthrough of a linear regression model, showing how Matlab can be used to solve an example problem analytically and by the use of optimization and simulation techniques Chapter 2 introduces expected return and risk as central concepts in finance theory using fixed income instruments as examples, the chapter illustrates how risk measures such as standard deviation, Modified duration, VaR, and expected shortfall can be calculated empirically and in closed form Chapter 3 introduces the concept of diversification and illustrates how the efficient investment frontier can be derived - a Matlab is developed that can be used to calculate a given number of portfolios that lie on an efficient frontier, the chapter also introduces the CAPM Chapter 4 introduces econometric tools: principle component analysis is presented and used as a prelude to yield-curve factor models. The Nelson-Siegel model is used to introduce the Kalman-Filter as a way to add time-series dynamics to the evolution of yield curves over time, time series models such as Vector Autoregression and regime-switching are also presented Supported by a website with online resources - www.kennyholm.com where all Matlab programs referred to in the text can be downloaded. The site also contains lecture slides and answers to end of chapter exercises

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Page Count

192

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470721073

ISBN 13

9780470721070

Molecular Research in Aquaculture

By: Ken Overturf

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Molecular Research in Aquaculture

By: Ken Overturf

Molecular Research in Aquaculture Molecular research and biotechnology have long been fields of study with applications useful to aquaculture and other animal sciences. Molecular Research in Aquaculture looks to provide an understanding of molecular research and its applications to the aquaculture industry in a format that allows individuals without prior experience in this area to learn about and understand this important field. Molecular Research in Aquaculture opens with an introductory chapter giving background information on the aquaculture industry and the development of the science and research methods to what is currently being used. From there it discusses how new, innovative techniques are now being converted and used for research in this field. Introductory chapters on basic molecular biological techniques, such as PCR, cloning, and hybridization, and their rationale provide the foundation for an in-depth look at molecular research and its specific applications. The remaining chapters review key areas of molecular research such as microarray analysis, quantitative PCR, and transgenics. Molecular Research in Aquaculture will be a valuable reference for professionals and researchers with an interest in the development of molecular technologies and their applications to the field of aquaculture. Coverage of basic molecular biological techniques and their rationale In-depth look at molecular research and their applications to aquaculture Valuable reference on the developments of this key area in aquaculture research

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Page Count

406

Publisher

John Wiley & Sons

Published Date

ISBN 10

0813818516

ISBN 13

9780813818511

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

With Empirical Illustrations and MATLAB Examples

By: Ken Nyholm

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A Practitioner's Guide to Discrete-Time Yield Curve Modelling

With Empirical Illustrations and MATLAB Examples

By: Ken Nyholm

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N/A

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Solve jigsaw puzzle

Age

Page Count

152

Publisher

Cambridge University Press

Published Date

ISBN 10

1108982301

ISBN 13

9781108982306

Strategic Asset Allocation in Fixed Income Markets

A Matlab Based User's Guide

By: Ken Nyholm

Write a review Read reviews Take a Quiz Solve Book Puzzle

Strategic Asset Allocation in Fixed Income Markets

A Matlab Based User's Guide

By: Ken Nyholm

Average ratings

N/A

Write a review

Solve jigsaw puzzle

Age

Page Count

192

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470721073

ISBN 13

9780470721070

Book's by Ken Nyholm

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

Strategic Asset Allocation in Fixed Income Markets

Strategic Asset Allocation in Fixed Income Markets

Molecular Research in Aquaculture

Molecular Research in Aquaculture

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

A Practitioner's Guide to Discrete-Time Yield Curve Modelling

Strategic Asset Allocation in Fixed Income Markets

Strategic Asset Allocation in Fixed Income Markets

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