UID:
almahu_9947918987602882
Umfang:
XVI, 230 p. 241 illus.
,
online resource.
ISBN:
9780230510494
Serie:
Finance and Capital Markets Series
Inhalt:
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.
In:
Springer eBooks
Weitere Ausg.:
Printed edition: ISBN 9781349432196
Sprache:
Englisch
DOI:
10.1057/9780230510494
URL:
http://dx.doi.org/10.1057/9780230510494
URL:
Volltext
(Deutschlandweit zugänglich)
