Advanced Bond Portfolio Management Best Practices in Modeling and Strategies
Aus der Reihe
Frank J. Fabozzi Series
67,99 €
inkl. gesetzl. MwSt.Beschreibung
Produktdetails
Format
Kopierschutz
Ja
Family Sharing
Nein
Text-to-Speech
Nein
Erscheinungsdatum
13.12.2005
Herausgeber
Frank J. Fabozzi + weitereVerlag
John Wiley & SonsSeitenzahl
576 (Printausgabe)
Dateigröße
13874 KB
Auflage
1. Auflage
Sprache
Englisch
EAN
9780471785767
In order to effectively employ portfolio strategies that can
control interest rate risk and/or enhance returns, you must
understand the forces that drive bond markets, as well as the
valuation and risk management practices of these complex
securities. In Advanced Bond Portfolio Management,
Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have
brought together more than thirty experienced bond market
professionals to help you do just that.
Divided into six comprehensive parts, Advanced Bond
Portfolio Management will guide you through the
state-of-the-art techniques used in the analysis of bonds and bond
portfolio management. Topics covered include:
* General background information on fixed-income markets and bond
portfolio strategies
* The design of a strategy benchmark
* Various aspects of fixed-income modeling that will provide key
ingredients in the implementation of an efficient portfolio and
risk management process
* Interest rate risk and credit risk management
* Risk factors involved in the management of an international
bond portfolio
Filled with in-depth insight and expert advice, Advanced
Bond Portfolio Management is a valuable resource for anyone
involved or interested in this important industry.
control interest rate risk and/or enhance returns, you must
understand the forces that drive bond markets, as well as the
valuation and risk management practices of these complex
securities. In Advanced Bond Portfolio Management,
Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have
brought together more than thirty experienced bond market
professionals to help you do just that.
Divided into six comprehensive parts, Advanced Bond
Portfolio Management will guide you through the
state-of-the-art techniques used in the analysis of bonds and bond
portfolio management. Topics covered include:
* General background information on fixed-income markets and bond
portfolio strategies
* The design of a strategy benchmark
* Various aspects of fixed-income modeling that will provide key
ingredients in the implementation of an efficient portfolio and
risk management process
* Interest rate risk and credit risk management
* Risk factors involved in the management of an international
bond portfolio
Filled with in-depth insight and expert advice, Advanced
Bond Portfolio Management is a valuable resource for anyone
involved or interested in this important industry.
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