Active Fixed Income and Credit Management (Finance and Capital Markets Series)

Hagenstein, F.; Bangemann, Tim

ISBN 10: 1349432199 / ISBN 13: 9781349432196

Published by MacMillan, 2002

About this Item

Seller Inventory # 18375284985

Bibliographic Details

• Title: Active Fixed Income and Credit Management (Finance and Capital Markets Series)
• Publisher: MacMillan
• Publication Date: 2002
• Language: English
• ISBN 10: 1349432199
• ISBN 13: 9781349432196
• Binding: Soft cover
• Condition: New

About this title

Synopsis

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.

About the Author

FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.

DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.