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Published by Princeton University Press, 2007
ISBN 10: 0691128316 ISBN 13: 9780691128313
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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 front 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.
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Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
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Published by John Wiley and Sons Inc, US, 2012
ISBN 10: 1118117697 ISBN 13: 9781118117699
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Hardback. Condition: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Published by John Wiley & Sons Inc, 2011
ISBN 10: 1118117697 ISBN 13: 9781118117699
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Hardcover. Condition: Brand New. 1st edition. 416 pages. 9.33x6.30x1.34 inches. In Stock.
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Published by Princeton University Press, Oxford, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
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Published by Princeton University Press, 2020
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Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
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Language: English
Published by Princeton University Press, US, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Paperback. 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 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.
Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
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Language: English
Published by Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
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Condition: New.
Language: English
Published by John Wiley and Sons Inc, US, 2012
ISBN 10: 1118117697 ISBN 13: 9781118117699
Seller: Rarewaves.com UK, London, United Kingdom
Hardback. Condition: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPrices, Columbia, MD, U.S.A.
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Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Condition: As New. Unread book in perfect condition.
Language: English
Published by Princeton University Press, US, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: Rarewaves USA, OSWEGO, IL, U.S.A.
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 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.
Language: English
Published by Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Condition: New.