Active Fixed Income and Credit Management (Finance and Capital Markets Series) - Tapa blanda

Hagenstein, F.; Bangemann, Tim

 
9781349432196: Active Fixed Income and Credit Management (Finance and Capital Markets Series)

Sinopsis

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.

Acerca del autor

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.

Otras ediciones populares con el mismo título