Active Fixed Income and Credit Management

Language: English

Published by Springer Nature B.V. Apr 2002, 2002

0333993683 / 9780333993682

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Neuware - 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.

Seller Inventory # 9780333993682

Title
Active Fixed Income and Credit Management
Author
F. Hagenstein
Publisher
Springer Nature B.V. Apr 2002
Publication year
2002
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0333993683
ISBN 13
9780333993682
Item weight
508 grams
Dimensions
247x154x19 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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