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Synopsis
In "Advanced Fixed Income Portfolio Management", Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections - Sources and Measurement of Risk, Valuation and Portfolio Management Strategies - the book provides answers for portfolio managers seeking to meet the challenge of active management and asset allocation modeling.
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About the Author
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.
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Advanced Fixed Income Portfolio Management: The State of the Art
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Advanced Fixed Income Portfolio Management : The State of the Art
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McGraw-Hill Companies, The, 1994
ISBN 10: 1557385688
ISBN 13: 9781557385680
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Advanced Fixed Income Portfolio Management: The State of the Art
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