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 ...
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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.
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Add this copy of Active Fixed Income and Credit Management to cart. $225.55, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 2002 by Palgrave Macmillan.
Add this copy of Active Fixed Income and Credit Management to cart. $422.72, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2002 by Palgrave MacMillan.
Add this copy of Active Fixed Income and Credit Management to cart. $422.72, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2002 by Palgrave MacMillan.
