Screen LibraryAdvanced 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.
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| Main Authors: | |
|---|---|
| Corporate Authors: | |
| Group Author: | ; |
| Published: |
Wiley,
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| Publisher Address: | Hoboken, N.J. : |
| Publication Dates: | 2006. |
| Literature type: | eBook |
| Language: | English |
| Series: |
Frank J. Fabozzi series
Wiley finance |
| Subjects: | |
| Online Access: |
http://onlinelibrary.wiley.com/book/10.1002/9781119201151 |
| Summary: |
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. |
| Carrier Form: | 1 online resource (1 volume). |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781119201151 1119201152 0471785768 9780471785767 1280287144 9781280287145 |
| Index Number: | HG4651 |
| CLC: | F830.91 |
| Contents: | 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 / Bu lent Baygu n 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. |