ENGLISH

Active Fixed Income and Credit Management

By Frank Hagenstein , Timothy Bangemann

Book information

Publisher
Palgrave
Year
2002
ISBN
0333993683, 9780333993682, 9780230510494
Open Library ID
OL9471088M
Language
english
Format
PDF
Filesize
4 MB (4094643 bytes)
Pages
247\247
Topic
Business Management
Library
avaxhome.ws
Orientation
yes
Scanned
no
Time added
2010-05-31 15:29:46

Description

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.

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