9780691128313 - Quantitative Management of Bond Portfolios (advances in Financial Engineering) by Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce (20 results)
Quantitative Management of Bond Portfolios (Advances in Financial Engineering, 1)
Phelps, Bruce,Konstantinovsky, Vadim,Hyman, Jay,Gould, Anthony,Dynkin, Lev
- Hardcover
Seller: HPB-Red, Dallas, TX, U.S.A.HPB-Red
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US$ 55.00
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Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: JERO BOOKS AND TEMPLET CO., SANTA MONICA, CA, U.S.A.JERO BOOKS AND TEMPLET CO.
Contact seller5-star sellerCondition: Used - Very good
US$ 60.00
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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 f…ront 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.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: MyLibraryMarket, Waynesville, OH, U.S.A.MyLibraryMarket
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US$ 65.00
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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*.
- Hardcover
Seller: GoldBooks, Denver, CO, U.S.A.GoldBooks
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US$ 127.97
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Hardcover. Condition: new. New Copy. Customer Service Guaranteed.
- Hardcover
Seller: Basi6 International, Irving, TX, U.S.A.Basi6 International
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US$ 142.62
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Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
- Hardcover
Seller: PBShop.store US, Wood Dale, IL, U.S.A.PBShop.store US
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US$ 172.03
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering) Dynkin, Lev; Gould, Anthony and Hyman, Jay
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: online-buch-de, Dozwil, Switzerlandonline-buch-de
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US$ 141.03
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Hardcover Oct 09, 2006. Condition: gebraucht; wie neu.
- Hardcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
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US$ 182.02
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Condition: 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 two parts, this book provides solutions and methodologies b…ased on investor inquiries. Series: Advances in Financial Engineering. Num Pages: 1000 pages, 150 line illus. BIC Classification: KFFH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 245 x 163 x 60. Weight in Grams: 1480. . 2006. Hardcover. . . . .
- Hardcover
Seller: PBShop.store UK, Fairford, GLOS, United KingdomPBShop.store UK
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US$ 198.13
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HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000.
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Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: New
US$ 224.66
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Condition: New.
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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US$ 216.81
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Condition: 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 two parts, this book provides solutions and methodologies b…ased on investor inquiries. Series: Advances in Financial Engineering. Num Pages: 1000 pages, 150 line illus. BIC Classification: KFFH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 245 x 163 x 60. Weight in Grams: 1480. . 2006. Hardcover. . . . . Books ship from the US and Ireland.
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Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
- Hardcover
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.Rarewaves USA
Contact seller5-star sellerCondition: New
US$ 230.44
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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 authoritie…s 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.
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Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: New
US$ 240.24
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Condition: New.
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Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.GreatBookPrices
Contact seller5-star sellerCondition: Used - As new
US$ 264.44
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Condition: As New. Unread book in perfect condition.
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Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
- Hardcover
Seller: Rarewaves USA United, OSWEGO, IL, U.S.A.Rarewaves USA United
Contact seller5-star sellerCondition: New
US$ 240.25
US$ 50.00 shippingShips within U.S.A.Quantity: Over 20 available
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 authoritie…s 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.
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Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Seller: GreatBookPricesUK, Woodford Green, United KingdomGreatBookPricesUK
Contact seller5-star sellerCondition: Used - As new
US$ 282.42
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Condition: As New. Unread book in perfect condition.
Quantitative Management of Bond Portfolios
Dynkin, Lev/ Gould, Anthony/ Hyman, Jay/ Konstantinovsky, Vadim/ Phelps, Bruce
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 348.34
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Hardcover. Condition: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock.
Quantitative Management of Bond Portfolios
Dynkin, Lev/ Gould, Anthony/ Hyman, Jay/ Konstantinovsky, Vadim/ Phelps, Bruce
- Hardcover
- Print on Demand
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
US$ 257.78
US$ 26.85 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock. This item is printed on demand.
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Quantitative Management of Bond Portfolios
Lev Dynkin|Anthony Gould|Jay Hyman|Vadim Konstantinovsky|Bruce Phelps
- Hardcover
- Print on Demand
Seller: moluna, Greven, Germanymoluna
Contact seller5-star sellerCondition: New
US$ 234.49
US$ 56.37 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 optimiza…tion, and performance attribution. Divided into tw.
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- Hardcover
- Print on Demand
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
US$ 292.80
US$ 78.50 shippingShips from Germany to U.S.A.Quantity: 1 available
Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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, quantita…tive 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.
