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Active Fixed Income and Credit Management
Hagenstein, Frank, Bangemann, Timothy
€ 503.60
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Description for Active Fixed Income and Credit Management
Hardcover. This text discusses in detail quantitative and qualitative approaches in the investment process. The analysis of individual trades is just a part of smart portfolio management and this book explores the broader insights behind successful trading. Series: Finance and Capital Markets Series. Num Pages: 246 pages, 241 black & white illustrations, biography. BIC Classification: KFFM. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 216 x 140 x 17. Weight in Grams: 465.
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.
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 Details
Format
Hardback
Publication date
2002
Publisher
Palgrave Macmillan
Number of pages
256
Condition
New
Series
Finance and Capital Markets Series
Number of Pages
230
Place of Publication
Basingstoke, United Kingdom
ISBN
9780333993682
SKU
V9780333993682
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Hagenstein, Frank, Bangemann, Timothy
FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany. DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.
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