Language: English
Published by Princeton University Press, 2007
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: JERO BOOKS AND TEMPLET CO., SANTA MONICA, CA, U.S.A.
Hardcover. Condition: Very Good. Dust Jacket Condition: Very Good. 3rd Printing. 3rd Printing (2007.) Hardcover with dust jacket. 8vo with 978 pages. The book and dust jacket are in very good condition with very slight shelf wear. Interior is clean and tight. "A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language."This team combines intuition with strong empirical research." Green-Black spine/ White text. Size: 8vo. Engineering Management.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: MyLibraryMarket, Waynesville, OH, U.S.A.
Hardcover. Condition: As New. ***Please Read*** Personal note and Signature by one Author inside cover - No marks on text - My shelf location - 65-f-18*.
Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: Books Puddle, New York, NY, U.S.A.
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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US$ 127.36
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New.
Language: English
Published by Princeton University Press, Oxford, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: MARCIAL PONS LIBRERO, MADRID, M, Spain
TAPA BLANDA. Condition: New.
Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: New.
Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
US$ 159.72
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Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: online-buch-de, Dozwil, Switzerland
Hardcover Oct 09, 2006. Condition: gebraucht; wie neu.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: Rarewaves.com USA, London, LONDO, United Kingdom
Paperback. Condition: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
US$ 184.95
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Add to basketCondition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.
Hardback. Condition: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets.The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
US$ 210.97
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Add to basketKartoniert / Broschiert. Condition: New. Über den AutorLev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky & Bruce PhelpsKlappentextrnrnThe practice of institutional bond portfolio management has changed markedly since the late 1980s in response.
Language: English
Published by Princeton University Press, US, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.
Hardback. Condition: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets.The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Language: English
Published by Princeton University Press, US, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: Rarewaves.com UK, London, United Kingdom
US$ 189.35
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Add to basketPaperback. Condition: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
US$ 269.51
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Add to basketPaperback. Condition: Brand New. 978 pages. 9.00x6.25x2.25 inches. In Stock.
US$ 259.92
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Add to basketCondition: New. Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into tw.
US$ 331.56
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Add to basketHardcover. Condition: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock.
Seller: Revaluation Books, Exeter, United Kingdom
US$ 203.34
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Add to basketPaperback. Condition: Brand New. 978 pages. 9.00x6.25x2.25 inches. In Stock. This item is printed on demand.
Seller: Revaluation Books, Exeter, United Kingdom
US$ 249.40
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Add to basketHardcover. Condition: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock. This item is printed on demand.