Active Fixed Income and Credit Management (Innbundet)

Serie: Finance and Capital Markets Series 

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Forfatter: og
Innbinding: Innbundet
Utgivelsesår: 2002
Antall sider: 230
Forlag: Palgrave Macmillan
Språk: Engelsk
Serie: Finance and Capital Markets Series
ISBN/EAN: 9780333993682
Omtale Active Fixed Income and Credit Management
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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