Hagenstein, Frank.
Active fixed income and credit management Frank Hagenstein and Timothy Bangemann. - xvi, 230 páginas ilustrado 24 cm. - Finance and capital markets series . - Finance and capital markets .
Incluye referencias bibliográficas (p. 227-228) e índice.
Active diversification of fixed-income portfolios -- Duration management -- Yield curve management -- Basis management -- Volatility management -- Credit management. 1. 2. 3. 4. 5. 6.
"Good bond portfolio management is not just focused on one question - maturity/duration - and not just based on qualitative analysis. Smart portfolio managers spend most of their time on spread trades and often hedge away market directional risk. Moreover decisions are increasingly quantitatively based.". "Active Fixed Income and Credit Management covers key trades and tools for their analysis. The book also recognizes the growing significance of derivative contracts and credit diversification to bond investors."--BOOK JACKET.
0333993683
Portfolio management
Investment analysis
Bonds.
Administración de cartera de valores
Analisis de inversiones
Bonos
332.024 / H143a
Active fixed income and credit management Frank Hagenstein and Timothy Bangemann. - xvi, 230 páginas ilustrado 24 cm. - Finance and capital markets series . - Finance and capital markets .
Incluye referencias bibliográficas (p. 227-228) e índice.
Active diversification of fixed-income portfolios -- Duration management -- Yield curve management -- Basis management -- Volatility management -- Credit management. 1. 2. 3. 4. 5. 6.
"Good bond portfolio management is not just focused on one question - maturity/duration - and not just based on qualitative analysis. Smart portfolio managers spend most of their time on spread trades and often hedge away market directional risk. Moreover decisions are increasingly quantitatively based.". "Active Fixed Income and Credit Management covers key trades and tools for their analysis. The book also recognizes the growing significance of derivative contracts and credit diversification to bond investors."--BOOK JACKET.
0333993683
Portfolio management
Investment analysis
Bonds.
Administración de cartera de valores
Analisis de inversiones
Bonos
332.024 / H143a