Advances in Financial Engineering²

Quantitative Management of Bond Portfolios Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, and Bruce Phelps
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined...
Hedge Funds: An Analytic Perspective - Updated Edition Andrew W. Lo
The hedge fund industry has grown dramatically over the last two decades, with more than eight thousand funds now controlling close to two trillion dollars. Originally intended for the wealthy, these private investments have now...