Author : Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet
Publisher : John Wiley & Sons
Page : 576 pages
File Size : 42,9 Mb
Release : 2006-03-08
Category : Business & Economics
ISBN : 9780471785767
Advanced Bond Portfolio Management by Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet Pdf
In order to effectively employ portfolio strategies that cancontrol interest rate risk and/or enhance returns, you mustunderstand the forces that drive bond markets, as well as thevaluation and risk management practices of these complexsecurities. In Advanced Bond Portfolio Management,Frank Fabozzi, Lionel Martellini, and Philippe Priaulet havebrought together more than thirty experienced bond marketprofessionals to help you do just that. Divided into six comprehensive parts, Advanced BondPortfolio Management will guide you through thestate-of-the-art techniques used in the analysis of bonds and bondportfolio management. Topics covered include: General background information on fixed-income markets and bondportfolio strategies The design of a strategy benchmark Various aspects of fixed-income modeling that will provide keyingredients in the implementation of an efficient portfolio andrisk management process Interest rate risk and credit risk management Risk factors involved in the management of an internationalbond portfolio Filled with in-depth insight and expert advice, AdvancedBond Portfolio Management is a valuable resource for anyoneinvolved or interested in this important industry.