Advanced Bond Portfolio Management: Best Practices in Modeling and StrategiesISBN: 978-0-471-67890-8
Hardcover
576 pages
December 2005
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.