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.
"Sinopsis" puede pertenecer a otra edición de este libro.
FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.
DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.
"Sobre este título" puede pertenecer a otra edición de este libro.
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.The authors provide the reader with an extensive tool set for active and successful management o. Nº de ref. del artículo: 458465080
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 230 pp. Englisch. Nº de ref. del artículo: 9781349432196
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Taschenbuch. Condición: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781349432196
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Condición: New. Series: Finance and Capital Markets Series. Num Pages: 246 pages, 241 black & white illustrations, biography. BIC Classification: KFF; KFFH; KFFM; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140. . . 2002. Paperback. . . . . Nº de ref. del artículo: V9781349432196
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Condición: New. Series: Finance and Capital Markets Series. Num Pages: 246 pages, 241 black & white illustrations, biography. BIC Classification: KFF; KFFH; KFFM; KJM; KJQ. Category: (G) General (US: Trade). Dimension: 216 x 140. . . 2002. Paperback. . . . . Books ship from the US and Ireland. Nº de ref. del artículo: V9781349432196
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