• All Products
      • Paperback
      • Hardcover
      • eBook
      • Audiobook

    Active Fixed Income and Credit Management

    By: F. Hagenstein

    QTY
    -+
    $95.99
     
     
    ISBN
    9780230510494
    Date Released
    Binding
    eBook
     
     

    Instant Download

    Description
    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.

    You might also like



    Accepted Payments
    QBD Proudly Supports

    Need help? Call us on (07) 3291 7444