UID:
edocfu_9959328973102883
Umfang:
1 online resource (1 volume)
ISBN:
9781119201151
,
1119201152
,
0471785768
,
9780471785767
,
1280287144
,
9781280287145
Serie:
Frank J. Fabozzi series
Inhalt:
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.
Anmerkung:
Overview of fixed income portfolio management / Frank J. Jones -- Liquidity, trading, and trading costs / Leland E. Crabbe and Frank J. Fabozzi -- Portfolio strategies for outperforming a benchmark / Bülent Baygün and Robert Tzucker -- The active decisions in the selection of passive management and performance bogeys / Chris P. Dialynas and Alfred Murata -- Liability-based benchmarks / Lev Dynkin, Jay Hyman, and Bruce D. Phelps -- Risk budgeting for fixed income portfolios / Frederick E. Dopfel -- Understanding the building blocks for OAS models / Philip O. Obazee -- Fixed income risk modeling / Ludovic Breger and Oren Cheyette -- Multifactor risk models and their applications / Lev Dynkin and Jay Hyman -- Measuring plausibility of hypothetical interest rate shocks / Bennett W. Golub and Leo M. Tilman -- Hedging interest rate risk with term structure factor models / Lionel Martellini [and others] -- Scenario simulation model for fixed income portfolio risk management / Farshid Jamshidian and Yu Zhu -- Valuing corporate credit : quantitative approaches versus fundamental analysis / Sivan Mahadevan [and others] -- An introduction to credit risk models / Donald R. van Deventer -- Credit derivatives and hedging credit risk / Donald R. van Deventer -- Implications of Merton models for corporate bond investors / Wesley Phoa -- Capturing the credit alpha / David Soronow -- Global bond investing for the 21st century / Lee R. Thomas -- Managing a multicurrency bond portfolio / Srichander Ramaswamy and Robert Scott -- A disciplined approach to emerging markets debt investing / Maria Mednikov Loucks, John A. Penicook, Jr. and Uwe Schillhorn.
Weitere Ausg.:
Print version: Fabozzi, Frank J. Advanced bond portfolio management. Hoboken, N.J. : Wiley, ©2006 ISBN 0471678902
Sprache:
Englisch
Schlagwort(e):
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119201151
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