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Advanced bond portfolio management: best practices in modeling and strategies PDF

578 Pages·2006·13.549 MB·English
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by Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet| 2006| 578 pages| 13.549| English

About Advanced bond portfolio management: best practices in modeling and strategies

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.

Detailed Information

Author:Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Publication Year:2006
ISBN:471678902
Pages:578
Language:English
File Size:13.549
Format:PDF
Price:FREE
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