Bond Portfolio Management
(Sprache: Englisch)
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns.
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In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns.
Klappentext zu „Bond Portfolio Management “
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world s largest markets, and is a perfect companion to Fabozzi s successful guide-The Handbook of Fixed-Income Securities.
Inhaltsverzeichnis zu „Bond Portfolio Management “
1. Introduction2. Investment Objectives of Institutional Investors
SECTION I: THE INSTRUMENTS
3. Bonds
4. Agency Mortgage-Backed Securities
5. Credit Sensitive Mortgage- and Asset-Backed Securities
6. Interest Rate and Credit Derivatives
7. Financing Positions
SECTION II: VALUATION
8. General Principles of Bond Valuation
9. Valuation Methodologies
10. Valuation of Interest Rate Derivative Instruments
SECTION III: MEASURING POTENTIAL RETURN AND RISK EXPOSURE
11. Total Return Framework
12. Measuring Risk
13. Measuring Interest Rate Risk
14. Credit Analysis
SECTION IV: PORTFOLIO MANAGEMENT STRATEGIES
15. Managing Funds Against a Bond Market Index
16. Managing Funds Against Liabilities
17. Strategies with Futures and Swaps
18. Strategies with Options, Caps, and Floors
19. Managing a Global Bond Portfolio
20. Measuring and Evaluating Performance
Appendix: Tax Considerations
Index
Autoren-Porträt von Frank J. Fabozzi
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
Bibliographische Angaben
- Autor: Frank J. Fabozzi
- 2001, 2. Aufl., IV, 724 Seiten, Maße: 23,9 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 1883249368
- ISBN-13: 9781883249366
Sprache:
Englisch
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