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Active Fixed Income and Credit Management.
・ISBN 978-0-333-99368-2 hard EUR 379.99
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お気に入り
★★★
| 著者・編者 | Hagenstein, Frank / Bangemann, T., |
|---|---|
| シリーズ | Finance and Capital Markets Series |
| 出版社 | (Palgrave, UK) |
| 出版年月 | 2002 |
| ページ数 | 200 pp. |
| 言語 | ENG |
| ニュース番号 | ＜484-603＞ |
解説
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.