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Active Fixed Income and Credit Management

Om Active Fixed Income and Credit Management

The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. 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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  • Språk:
  • Engelska
  • ISBN:
  • 9781349432196
  • Format:
  • Häftad
  • Sidor:
  • 230
  • Utgiven:
  • 1. januari 2002
  • Utgåva:
  • 12002
  • Mått:
  • 140x216x0 mm.
  • Vikt:
  • 320 g.
  Fri leverans
Leveranstid: 2-4 veckor
Förväntad leverans: 26. november 2024

Beskrivning av Active Fixed Income and Credit Management

The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. 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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