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Active Fixed Income and Credit Management [Hardcover] Hagenstein, F. and

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Book Title
Active Fixed Income and Credit Management
Genre
Economics, Corporate Finance, Bonds, Information Management,
Original Language
English: Published; English: Original Language; English;
Country/Region of Manufacture
United States
ISBN
9780333993682
Subject Area
Business & Economics
Publication Name
Active Fixed Income and Credit Management
Item Length
9.7 in
Publisher
Palgrave Macmillan The Limited
Subject
Investments & Securities / Bonds, Finance / Financial Risk Management, Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies, Industries / Financial Services
Series
Finance and Capital Markets Ser.
Publication Year
2002
Type
Textbook
Format
Hardcover
Language
English
Item Height
0.7 in
Author
Frank Hagenstein, Timothy Bangemann
Features
Revised
Item Width
6.2 in
Item Weight
16.4 Oz
Number of Pages
Xvi, 230 Pages

關於產品

Product Information

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.

Product Identifiers

Publisher
Palgrave Macmillan The Limited
ISBN-10
0333993683
ISBN-13
9780333993682
eBay Product ID (ePID)
2267986

Product Key Features

Author
Frank Hagenstein, Timothy Bangemann
Publication Name
Active Fixed Income and Credit Management
Format
Hardcover
Language
English
Features
Revised
Subject
Investments & Securities / Bonds, Finance / Financial Risk Management, Investments & Securities / Portfolio Management, Finance / General, Investments & Securities / Analysis & Trading Strategies, Industries / Financial Services
Series
Finance and Capital Markets Ser.
Publication Year
2002
Type
Textbook
Subject Area
Business & Economics
Number of Pages
Xvi, 230 Pages

Dimensions

Item Length
9.7 in
Item Height
0.7 in
Item Width
6.2 in
Item Weight
16.4 Oz

Additional Product Features

LCCN
2002-020826
Intended Audience
Scholarly & Professional
Number of Volumes
1 Vol.
Lc Classification Number
Hg1501-3550
Edition Description
Revised Edition
Table of Content
ACTIVE DIVERSIFICATION OF FIXED-INCOME PORTFOLIOS The Investment Process and Benchmark Selection Tactical Allocation and its Building Blocks Top-down Approach for a Euroland Portfolio DURATION MANAGEMENT Factors Influencing Duration Management Decision-Making Methods for Duration YIELD CURVE MANAGEMENT Market Directionality of Yield Curves Barbell Analysis Strips Rolldown Analysis Box Trade Analysis BASIS MANAGEMENT Cheapest-to-Deliver Analysis Delivery Option Calendar Spreads Portfolio Replication VOLATILITY MANAGEMENT Volatility and Yields Yield Volatility Option Risk Parameters Efficient Gamma Trading Options Markets and Economic Data Releases CREDIT MANAGEMENT Introduction Characteristics of Corporate Bonds The Top-Down Approach Merton's Approach to Evaluating a Corporate Bond Market Drivers of Credit Spreads Efficient Frontiers and the Sharpe Ratio Industry Selection The Bottom-Up Approach Indentures of Corporate Bonds Corporate Bonds and Defaults
Copyright Date
2002
Dewey Decimal
332.024
Dewey Edition
21
Illustrated
Yes

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