Login

Fabozzi, Frank J.

Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies

Fabozzi, Frank J. - Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies, ebook

86,15€

Ebook, PDF with Adobe DRM
ISBN: 9780471785767
DRM Restrictions

Printing173 pages with an additional page accrued every 5 hours, capped at 173 pages
Copy to clipboard29 excerpts

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.

Keywords: BUSINESS & ECONOMICS / Finance BUS027000

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2006
Language
en
Edition
1
Series
Frank J. Fabozzi Series
Page amount
576 pages
Category
Economy
Format
Ebook
eISBN (PDF)
9780471785767
Printed ISBN
9780471678908

Similar titles