Active Fixed Income and Credit Management PDF
247 Pages·2002·3.905 MB·English
Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
Preview Active Fixed Income and Credit Management
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.
See more
The list of books you might like
Most books are stored in the elastic cloud where traffic is expensive. For this reason, we have a limit on daily download.
