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Item Details
Title:
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ADVANCED BOND PORTFOLIO MANAGEMENT
BEST PRACTICES IN MODELING AND STRATEGIES |
By: |
Frank J. Fabozzi (Editor), Lionel Martellini (Editor), Philippe Priaulet (Editor) |
Format: |
Hardback |

List price:
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£80.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
0471678902 |
ISBN 13: |
9780471678908 |
Publisher: |
JOHN WILEY AND SONS LTD |
Pub. date: |
1 November, 2005 |
Series: |
Frank J. Fabozzi Series |
Pages: |
558 |
Description: |
Indexing, Structured, and Active Bond Portfolio Management is a new and comprehensive fixed income book focused on the implementation of fixed income strategy. Key analytical concepts are tied to implementation through the use of data services such as Bloomberg. |
Synopsis: |
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; and, 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. |
Illustrations: |
Illustrations |
Publication: |
US |
Imprint: |
John Wiley & Sons Inc |
Returns: |
Returnable |
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