Advanced Bond Portfolio Management

Beschreibung

In order to effectively employ portfolio strategies that cancontrol interest rate risk and/or enhance returns, you mustunderstand the forces that drive bond markets, as well as thevaluation and risk management practices of these complexsecurities. In Advanced Bond Portfolio Management,Frank Fabozzi, Lionel Martellini, and Philippe Priaulet havebrought together more than thirty experienced bond marketprofessionals to help you do just that. Divided into six comprehensive parts, Advanced BondPortfolio Management will guide you through thestate-of-the-art techniques used in the analysis of bonds and bondportfolio management. Topics covered include: * General background information on fixed-income markets and bondportfolio strategies * The design of a strategy benchmark * Various aspects of fixed-income modeling that will provide keyingredients in the implementation of an efficient portfolio andrisk management process * Interest rate risk and credit risk management * Risk factors involved in the management of an internationalbond portfolio Filled with in-depth insight and expert advice, AdvancedBond Portfolio Management is a valuable resource for anyoneinvolved or interested in this important industry.

Autor*in

Frank J. Fabozzi

Themen in »Advanced Bond Portfolio Management«

Finance & Investments Finanz- u. Anlagewesen Investments & Securities Kapitalanlage Kapitalanlagen u. Wertpapiere

Stimmen zu »Advanced Bond Portfolio Management«

"Effective in presenting the mechanics of bond portfolio management for those who understand basic bond math. . . worth the price."--Financial Analysts Journal
()

Details

Link teilen