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Active fixed income and credit management Frank Hagenstein and Timothy Bangemann.

By: Hagenstein, Frank.
Contributor(s): Bangemann, Timothy.
Series: Finance and capital markets: New York Palgrave 2002Description: xvi, 230 páginas ilustrado 24 cm.ISBN: 0333993683.Subject(s): Portfolio management | Investment analysis | Bonds | Administración de cartera de valores | Analisis de inversiones | BonosDDC classification: 332.024
Contents:
Active diversification of fixed-income portfolios -- Duration management -- Yield curve management -- Basis management -- Volatility management -- Credit management.
Review: "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.".Summary: "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.
List(s) this item appears in: Economia
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Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.024 / H143a (Browse shelf) Ej. 1 Available 8000022272
Total holds: 0

Incluye referencias bibliográficas (p. 227-228) e índice.

1. Active diversification of fixed-income portfolios -- 2. Duration management -- 3. Yield curve management -- 4. Basis management -- 5. Volatility management -- 6. Credit management.

"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.

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