Bond Portfolio Investing And Risk Management

Bond Portfolio Investing And Risk Management Book in PDF, ePub and Kindle version is available to download in english. Read online anytime anywhere directly from your device. Click on the download button below to get a free pdf file of Bond Portfolio Investing And Risk Management book. This book definitely worth reading, it is an incredibly well-written.

Bond Portfolio Investing and Risk Management

Vineer Bhansali
Bond Portfolio Investing and Risk Management Book PDF

Author : Vineer Bhansali
Publisher : McGraw Hill Professional
Page : 321 pages
File Size : 55,6 Mb
Release : 2010-09-17
Category : Business & Economics
ISBN : 9780071713252

Get Book

Bond Portfolio Investing and Risk Management by Vineer Bhansali Pdf

Learn the fine art of risk measurement and control—from a senior member of PIMCO! Bond Portfolio Investing and Risk Management is designed for one purpose—to help you do the most important part of your job. A top player in the upper echelon of PIMCO, Vineer Bhansali understands the nuances and complexities of managing risk in fixed-income investing better than anyone. In this highly practical guide, he puts his years of experience and the latest research to work in order to help you contend with such issues as: Liquidity and stress risks Asset allocation Market anomalies Cross-market relationships Tail-risk measurement Cyclical returns Macroeconomic data Bond Portfolio Investing and Risk Management details the tools used to offset risk, including their advantages and drawbacks, and explains when to use each one. Bhansali provides practical investment techniques to give you a firm handle on the value and risk of a fixed-income instrument.

Advanced Bond Portfolio Management

Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet
Advanced Bond Portfolio Management Book PDF

Author : Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet
Publisher : John Wiley & Sons
Page : 578 pages
File Size : 48,9 Mb
Release : 2006-03-08
Category : Business & Economics
ISBN : 9780471785767

Get Book

Advanced Bond Portfolio Management by Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet Pdf

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.

Modern Multi-Factor Analysis of Bond Portfolios

Giovanni Barone-Adesi,Nicola Carcano
Modern Multi Factor Analysis of Bond Portfolios Book PDF

Author : Giovanni Barone-Adesi,Nicola Carcano
Publisher : Springer
Page : 124 pages
File Size : 52,9 Mb
Release : 2015-12-03
Category : Business & Economics
ISBN : 9781137564863

Get Book

Modern Multi-Factor Analysis of Bond Portfolios by Giovanni Barone-Adesi,Nicola Carcano Pdf

Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.

Quantitative Management of Bond Portfolios

Lev Dynkin,Anthony Gould,Jay Hyman,Vadim Konstantinovsky,Bruce Phelps
Quantitative Management of Bond Portfolios Book PDF

Author : Lev Dynkin,Anthony Gould,Jay Hyman,Vadim Konstantinovsky,Bruce Phelps
Publisher : Princeton University Press
Page : 1000 pages
File Size : 50,8 Mb
Release : 2020-05-26
Category : Business & Economics
ISBN : 9780691210612

Get Book

Quantitative Management of Bond Portfolios by Lev Dynkin,Anthony Gould,Jay Hyman,Vadim Konstantinovsky,Bruce Phelps Pdf

The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.

Managing Credit Risk in Corporate Bond Portfolios

Srichander Ramaswamy
Managing Credit Risk in Corporate Bond Portfolios Book PDF

Author : Srichander Ramaswamy
Publisher : John Wiley & Sons
Page : 256 pages
File Size : 50,7 Mb
Release : 2004-03-29
Category : Business & Economics
ISBN : 9780471488323

Get Book

Managing Credit Risk in Corporate Bond Portfolios by Srichander Ramaswamy Pdf

Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.

Bond Portfolio Management

Frank J. Fabozzi
Bond Portfolio Management Book PDF

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 738 pages
File Size : 53,7 Mb
Release : 2001-11-09
Category : Business & Economics
ISBN : 1883249368

Get Book

Bond Portfolio Management by Frank J. Fabozzi Pdf

In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

Fixed-Income Securities

Lionel Martellini,Philippe Priaulet,Stéphane Priaulet
Fixed Income Securities Book PDF

Author : Lionel Martellini,Philippe Priaulet,Stéphane Priaulet
Publisher : John Wiley & Sons
Page : 662 pages
File Size : 47,8 Mb
Release : 2005-09-27
Category : Business & Economics
ISBN : 9780470868225

Get Book

Fixed-Income Securities by Lionel Martellini,Philippe Priaulet,Stéphane Priaulet Pdf

This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives

Trading and Investing in Bond Options

M. Anthony Wong
Trading and Investing in Bond Options Book PDF

Author : M. Anthony Wong
Publisher : John Wiley & Sons
Page : 318 pages
File Size : 41,6 Mb
Release : 1991-09-03
Category : Business & Economics
ISBN : 047152560X

Get Book

Trading and Investing in Bond Options by M. Anthony Wong Pdf

To become successful in the bond options market, it is important for professionals to gain a basic, yet thorough understanding of how options are priced, traded, and used in interest-rate risk and fixed-income portfolio management. Provides practical answers to questions that new participants will ask as they become more sophisticated in the bond option market. It describes the U.S. government bond options markets and discusses how options pricing and computer technologies are used in market-making, strategic trading, and value investing. After introducing standard options terminology, it provides background data on U.S. Treasury bonds, bond options pricing models, advanced pricing models, the fundamentals of bond options dealing, strategies driven by interest rate forecasts, the most widely used structured portfolio strategies involving options, and more.

Selected Topics in Bond Portfolio Management

Frank J. Fabozzi
Selected Topics in Bond Portfolio Management Book PDF

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 228 pages
File Size : 42,6 Mb
Release : 1997-06-15
Category : Business & Economics
ISBN : 1883249287

Get Book

Selected Topics in Bond Portfolio Management by Frank J. Fabozzi Pdf

The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.

Advanced Bond Portfolio Management Chapter 6 Custom Reprint

Frank J Fabozzi, Cfa PhD, CFA, CPA,Frank J. Fabozzi
Advanced Bond Portfolio Management Chapter 6 Custom Reprint Book PDF

Author : Frank J Fabozzi, Cfa PhD, CFA, CPA,Frank J. Fabozzi
Publisher : Unknown
Page : 24 pages
File Size : 47,6 Mb
Release : 2006-03-01
Category : Electronic
ISBN : 0470051167

Get Book

Advanced Bond Portfolio Management Chapter 6 Custom Reprint by Frank J Fabozzi, Cfa PhD, CFA, CPA,Frank J. Fabozzi Pdf

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.

Global Investment Risk Management

Ezra Zask
Global Investment Risk Management Book PDF

Author : Ezra Zask
Publisher : McGraw Hill Professional
Page : 340 pages
File Size : 47,5 Mb
Release : 2000
Category : Business & Economics
ISBN : 0071353151

Get Book

Global Investment Risk Management by Ezra Zask Pdf

From the title: "Protecting international portfolios against currency,

Managing a Corporate Bond Portfolio

Frank J. Fabozzi,Leland E. Crabbe
Managing a Corporate Bond Portfolio Book PDF

Author : Frank J. Fabozzi,Leland E. Crabbe
Publisher : John Wiley & Sons
Page : 336 pages
File Size : 50,5 Mb
Release : 2003-04-21
Category : Business & Economics
ISBN : 9780471446392

Get Book

Managing a Corporate Bond Portfolio by Frank J. Fabozzi,Leland E. Crabbe Pdf

Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena." -Tim Opler Director, Financial Strategy Group, CSFB "A practitioner's guide . . . a creative, comprehensive, and practical book that addresses the myriad of challenges facing managers of corporate bond portfolios. The chapter on liquidity, trading, and trading costs is a must read." -Mary Rooney Head of Credit Strategy, Merrill Lynch "As a Senior Portfolio Manager responsible for managing billions of dollars invested in fixed income product during the mid-1990s, Lee Crabbe was the one Wall Street strategist that I would read every week to help me figure out where value was in the corporate bond market, and for insightful and easy-to-understand special reports that educated me and most investors on the risks and opportunities inherent in new structures and subordinated products. Fortunately for me and investors, Lee Crabbe and Frank Fabozzi have written this book, which compiles much of their previous work on corporate bond valuation, along with new features that are a must read, especially in light of the volatile times in the corporate bond market over the past few years. For portfolio managers, analysts, traders, and even strategists, if there is one book in your bookshelf that you should have on corporate bond portfolio management, it is this one." -William H. Cunningham Managing Director, Director of Credit Strategy, J.P. Morgan Securities Inc. www.wileyfinance.com

Investing in Corporate Bonds and Credit Risk

F. Hagenstein,A. Mertz,J. Seifert
Investing in Corporate Bonds and Credit Risk Book PDF

Author : F. Hagenstein,A. Mertz,J. Seifert
Publisher : Springer
Page : 333 pages
File Size : 43,5 Mb
Release : 2004-10-01
Category : Business & Economics
ISBN : 9780230523296

Get Book

Investing in Corporate Bonds and Credit Risk by F. Hagenstein,A. Mertz,J. Seifert Pdf

Investing in Corporate Bonds and Credit Risk is a valuable tool for any corporate bond investor. All the most recent developments and strategies in investment in corporate bonds are analyzed included with qualitative and quantitative approaches. A complete and up-to-date investment process is developed through the book, using many examples taken from banking practice. The growing significance of derivative instruments and credit diversification to bond investors is also analyzed in detail.

Fixed Income Investing

Thomas Poufinas
Fixed Income Investing Book PDF

Author : Thomas Poufinas
Publisher : Springer Nature
Page : 748 pages
File Size : 49,6 Mb
Release : 2022-03-28
Category : Business & Economics
ISBN : 9783030879228

Get Book

Fixed Income Investing by Thomas Poufinas Pdf

Fixed income investments have been a topic of broad interest, in particular for institutional investors such as insurance companies and pensions schemes. They were considered safe heavens in turbulent times by almost all other institutional and individual investors and are used for strategies such as portfolio immunization and asset liability matching (ALM). The latest crisis, however, revealed some of the weaknesses of fixed income instruments. They proved to be not as safe as originally thought with both credit and interest rate risks emerging. Consequently, fixed income investments have been in the spotlight once more. This book presents all aspects pertaining to fixed income investments, starting from the basics—i.e. the types of bonds, their valuation, the interest rate term structure—then moving to fixed income portfolio management and the interest rate and credit derivatives and their relevant markets, funds, risks and risk management. Finally, the book addresses contemporary issues such as their behavior in times of crisis, their relation to debt, their coexistence with equity and the current regulatory environment. This book, providing a look at the broader environment of fixed income alongside the current market structure, will be of interest to students, academics, researchers and practitioners in fixed income and investing strategies.​

Portfolio Management in Practice, Volume 1

CFA Institute
Portfolio Management in Practice Volume 1 Book PDF

Author : CFA Institute
Publisher : John Wiley & Sons
Page : 1335 pages
File Size : 41,8 Mb
Release : 2020-11-24
Category : Business & Economics
ISBN : 9781119743699

Get Book

Portfolio Management in Practice, Volume 1 by CFA Institute Pdf

Portfolio Management in Practice, Volume 1: Investment Management delivers a comprehensive overview of investment management for students and industry professionals. As the first volume in the CFA Institute’s new Portfolio Management in Practice series, Investment Management offers professionals looking to enhance their skillsets and students building foundational knowledge an essential understanding of key investment management concepts. Designed to be an accessible resource for a wide range of learners, this volume explores the full portfolio management process. Inside, readers will find detailed coverage of: Forming capital market expectations Principles of the asset allocation process Determining investment strategies within each asset class Integrating considerations specific to high net worth individuals or institutions into chosen strategies And more To apply the concepts outlined in the Investment Management volume, explore the accompanying Portfolio Management in Practice, Volume 1: Investment Management Workbook. The perfect companion resource, this workbook aligns chapter-by-chapter with Investment Management for easy referencing so readers can draw connections between theoretical content and challenging practice problems. Featuring contributions from the CFA Institute’s subject matter experts, Portfolio Management in Practice, Volume 1: Investment Management distills the knowledge forward-thinking professionals will need to succeed in today’s fast-paced financial world.