F Hagenstein; Tim Bangemann Finance and Capital Markets: Active Fixed Income and Credit Management (Paperback)

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. • Author: F Hagenstein,Tim Bangemann • ISBN:9781349432196 • Format:Paperback • Publication Date:2002-01-01

Specifications

SKU: WA293784049