The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach.
1102944282
Active Fixed Income and Credit Management
The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach.
449.99
In Stock
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Active Fixed Income and Credit Management
230![Active Fixed Income and Credit Management](http://img.images-bn.com/static/redesign/srcs/images/grey-box.png?v11.11.4)
Active Fixed Income and Credit Management
230Paperback(1st ed. 2002)
$449.99
449.99
In Stock
Product Details
ISBN-13: | 9781349432196 |
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Publisher: | Palgrave Macmillan UK |
Publication date: | 01/01/2002 |
Series: | Finance and Capital Markets Series |
Edition description: | 1st ed. 2002 |
Pages: | 230 |
Product dimensions: | 5.51(w) x 8.50(h) x (d) |
About the Author
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