Format:
1 Online-Ressource (xvi, 230 Seiten)
,
Diagramme
ISBN:
9780230510494
Content:
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
Additional Edition:
Erscheint auch als Druck-Ausgabe, Paperback ISBN 978-1-349-43219-6
Additional Edition:
Erscheint auch als Druck-Ausgabe, Hardcover ISBN 978-0-333-99368-2
Language:
English
Subjects:
Economics
DOI:
10.1057/9780230510494
URL:
Volltext
(URL des Erstveröffentlichers)
Author information:
Hagenstein, Frank
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