Bruce phelps (47 resultados)
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Librería: California Books, Miami, FL, Estados Unidos de AmericaCalifornia Books
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EUR 17,90
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Condición: New.
Idioma: Inglés
Editorial: Independently published, 2026
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 38,21
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Idioma: Inglés
Editorial: Independently published, 2026
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 33,15
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering, 1)
Phelps, Bruce,Konstantinovsky, Vadim,Hyman, Jay,Gould, Anthony,Dynkin, Lev
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Librería: HPB-Red, Dallas, TX, Estados Unidos de AmericaHPB-Red
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EUR 49,23
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Hardcover. Condición: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: JERO BOOKS AND TEMPLET CO., SANTA MONICA, CA, Estados Unidos de AmericaJERO BOOKS AND TEMPLET CO.
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EUR 53,71
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Hardcover. Condición: Very Good. Estado de la sobrecubierta: Very Good. 3rd Printing. 3rd Printing (2007.) Hardcover with dust jacket. 8vo with 978 pages. The book and dust jacket are in very good condition with very slight shelf wear. Interior is clean and tight. "A first-of-its-kind publication from a team of practitioners at…the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language."This team combines intuition with strong empirical research." Green-Black spine/ White text. Size: 8vo. Engineering Management.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: MyLibraryMarket, Waynesville, OH, Estados Unidos de AmericaMyLibraryMarket
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EUR 58,18
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Hardcover. Condición: As New. ***Please Read*** Personal note and Signature by one Author inside cover - No marks on text - My shelf location - 65-f-18*.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 70,87
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Condición: New.
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Librería: moluna, Greven, Alemaniamoluna
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EUR 23,07
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Condición: New.
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Librería: PBShop.store US, Wood Dale, IL, Estados Unidos de AmericaPBShop.store US
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EUR 18,67
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PAP. Condición: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 78,23
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Condición: As New. Unread book in perfect condition.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 74,78
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Condición: New.
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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 83,72
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Condición: New. In.
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Librería: PBShop.store UK, Fairford, GLOS, Reino UnidoPBShop.store UK
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EUR 18,17
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PAP. Condición: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 95,22
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Condición: New. pp. 388.
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Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
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EUR 85,51
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Condición: As New. Unread book in perfect condition.
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Librería: Rarewaves.com USA, London, LONDO, Reino UnidoRarewaves.com USA
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EUR 109,26
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Hardback. Condición: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk an…d relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 111,36
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Condición: New. pp. 388 Index.
Idioma: Inglés
Editorial: Independently Published Mai 2026, 2026
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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 49,59
Envío por EUR 64,40Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: 2 disponibles
Taschenbuch. Condición: Neu. Neuware - If your current workflow feels slow, unorganized, or disconnected, this book was written for you.Are you struggling to turn design ideas into coordinated BIM projects that actually look and function like professional industry work Do construction drawings still feel confusing Have you spent… hours trying to manage schedules, sheets, families, annotations, and collaboration workflows without a clear system Autodesk Revit 2027 Mastery was created to help architecture and construction professionals move beyond basic modeling and develop real project-ready BIM skills with confidence.This comprehensive guide takes you through the complete workflow of modern building design and documentation using practical, structured, and professionally organized instruction. Instead of relying on fragmented tutorials or overly simplified examples, this book focuses on real-world BIM development used across architectural, structural, and multidisciplinary project environments.Inside this book, you will learn how to: - Build intelligent architectural models with precision- Create professional sheets and construction documentation- Develop reusable parametric families- Coordinate structural and MEP systems efficiently- Generate schedules, quantities, and cost reports- Improve rendering and visualization quality- Manage collaborative BIM workflows- Optimize productivity using automation techniques- Produce polished presentations and portfolio-ready outputsWhether you are an architecture student, BIM technician, interior designer, engineer, contractor, or digital construction professional, this guide was designed to strengthen both your technical ability and your project workflow mindset.What makes this book different Rather than teaching isolated commands, this book explains how professional BIM projects are actually developed from concept planning to coordinated documentation. Every major section is written with practical application in mind, helping you understand not only how tools work, but why they are used in professional environments.You will also gain access to: - Practical exercises- Real-world project scenarios- Workflow optimization strategies- BIM coordination techniques- Documentation standards used in professional practiceBuild smarter models. Create better documentation. Deliver projects with greater confidence.If you are ready to improve your BIM workflow, strengthen your professional skills, and develop projects with the structure and quality expected in modern architecture and construction industries, this book will become an essential part of your learning and production process.
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Librería: GoldBooks, Denver, CO, Estados Unidos de AmericaGoldBooks
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EUR 114,73
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Hardcover. Condición: new. New Copy. Customer Service Guaranteed.
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Librería: Revaluation Books, Exeter, Reino UnidoRevaluation Books
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EUR 111,68
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Hardcover. Condición: Brand New. 1st edition. 416 pages. 9.33x6.30x1.34 inches. In Stock.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
Contactar con el vendedorVendedor de 4 estrellasCondición: Nuevo
EUR 131,17
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Condición: New.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: Majestic Books, Hounslow, Reino UnidoMajestic Books
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EUR 134,40
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Condición: New.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 135,60
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Condición: New.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering) Dynkin, Lev; Gould, Anthony and Hyman, Jay
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: online-buch-de, Dozwil, Suizaonline-buch-de
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 118,99
Envío por EUR 36,00Se envía de Suiza a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Hardcover Oct 09, 2006. Condición: gebraucht; wie neu.
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
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Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 167,06
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Condición: New.
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Librería: Rarewaves.com UK, London, Reino UnidoRarewaves.com UK
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EUR 102,18
Envío por EUR 75,85Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk an…d relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Tapa blanda
Librería: GreatBookPricesUK, Woodford Green, Reino UnidoGreatBookPricesUK
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 166,10
Envío por EUR 17,50Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Condición: New.
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Tapa blanda
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
Contactar con el vendedorVendedor de 5 estrellasCondición: Usado - Como Nuevo
EUR 182,76
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Condición: As New. Unread book in perfect condition.
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Tapa dura
Librería: GreatBookPrices, Columbia, MD, Estados Unidos de AmericaGreatBookPrices
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EUR 201,09
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Condición: New.
Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
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Librería: Rarewaves USA, OSWEGO, IL, Estados Unidos de AmericaRarewaves USA
Contactar con el vendedorVendedor de 5 estrellasCondición: Nuevo
EUR 206,26
Gastos de envío gratisSe envía dentro de Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
Hardback. Condición: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authoritie…s from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets.The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
