Advanced Bond Portfolio Management
Language: English
Published by Wiley, 2005
- Hardcover
- Used
Seller: Blindpig Books, salt lake city, UT, U.S.A.Blindpig Books
AbeBooks seller since March 27, 2012
Condition: Used - Good
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- Title
- Advanced Bond Portfolio Management
- Author
- Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
- Publisher
- Wiley
- Publication year
- 2005
- Condition
- Used - Good
- Binding
- hardcover
- Language
- English
- ISBN 10
- 0471678902
- ISBN 13
- 9780471678908
- Edition
- 1.
- Item weight
- 1 ounce
- Dimensions
- 6x1x9
Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include:
- General background information on fixed-income markets and bond portfolio strategies
- The design of a strategy benchmark
- Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process
- Interest rate risk and credit risk management
- Risk factors involved in the management of an international bond portfolio
Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.
"Synopsis" may belong to another edition of this title.
About the Author
Lionel Martellini, PhD, is Professor of Finance at EDHEC Graduate School of Business in France and the Scientific Director of EDHEC Risk and Asset Management Research Centre. A former member of the faculty at the Marshall School of Business, University of Southern California, he holds Master's Degrees in Business Administration, Economics, Statistics, and Mathematics, as well as a PhD in Finance from the Haas School of Business, University of California, Berkeley.
Philippe Priaulet, PHD, is the Head of Global Strategy at Natexis Banques Populaires. He is also an Associate Professor in the Department of Mathematics at the Université of Evry Val d'Essonne. He holds Master's Degrees in Business Administration and Mathematics as well as a PhD in Financial Economics from the Université Paris IX Dauphine.
"About the title" may belong to another edition of this title.
Blindpig Books
salt lake city, UT, U.S.A.
AbeBooks seller since March 27, 2012
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