Bond portfolio management:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Hope, Pa.
Fabozzi
2001
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | III, 724 S. graph. Darst. |
| ISBN: | 1883249368 |
Internformat
MARC
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Datensatz im Suchindex
| _version_ | 1804130405832458240 |
|---|---|
| adam_text | Table of Contents
1. Introduction 1
2. Investment Objectives of Institutional Investors 7
Section I The Instruments 33
3. Bonds 35
4. Agency Mortgage Backed Securities 69
5. Credit Sensitive Mortgage and Asset Backed Securities 111
6. Interest Rate and Credit Derivatives 149
7. Financing Positions 187
Section II Valuation 209
8. General Principles of Bond Valuation 211
9. Valuation Methodologies 259
10. Valuation of Interest Rate Derivative Instruments 307
Section III Measuring Potential Return and Risk Exposure 355
11. Total Return Framework 357
12. Measuring Risk 387
13. Measuring Interest Rate Risk 421
14. Credit Analysis 463
Section IV Portfolio Management Strategies 509
^15. Managing Funds Against a Bond Market Index 511
16. Managing Funds Against Liabilities 549
17. Strategies with Futures and Swaps 575
18. Strategies with Options, Caps, and Floors 619
• . 19. Managing a Global Bond Portfolio 645
20. Measuring and Evaluating Performance 667
Appendix: Tax Considerations 689
Index 709
|
| any_adam_object | 1 |
| author | Fabozzi, Frank J. 1948- |
| author_GND | (DE-588)129772054 |
| author_facet | Fabozzi, Frank J. 1948- |
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| building | Verbundindex |
| bvnumber | BV017662052 |
| classification_rvk | QK 810 |
| ctrlnum | (OCoLC)300137695 (DE-599)BVBBV017662052 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| illustrated | Illustrated |
| indexdate | 2024-07-09T19:20:31Z |
| institution | BVB |
| isbn | 1883249368 |
| language | English |
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| oclc_num | 300137695 |
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| physical | III, 724 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Fabozzi |
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| spelling | Fabozzi, Frank J. 1948- Verfasser (DE-588)129772054 aut Bond portfolio management by Frank J. Fabozzi 2. ed. New Hope, Pa. Fabozzi 2001 III, 724 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Literaturangaben Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Portfoliomanagement (DE-588)4115601-8 gnd rswk-swf Schuldverschreibung (DE-588)4180132-5 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s Portfolio Selection (DE-588)4046834-3 s DE-188 Schuldverschreibung (DE-588)4180132-5 s Portfoliomanagement (DE-588)4115601-8 s 1\p DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=010622982&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Fabozzi, Frank J. 1948- Bond portfolio management Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Schuldverschreibung (DE-588)4180132-5 gnd |
| subject_GND | (DE-588)4121262-9 (DE-588)4046834-3 (DE-588)4115601-8 (DE-588)4180132-5 |
| title | Bond portfolio management |
| title_auth | Bond portfolio management |
| title_exact_search | Bond portfolio management |
| title_full | Bond portfolio management by Frank J. Fabozzi |
| title_fullStr | Bond portfolio management by Frank J. Fabozzi |
| title_full_unstemmed | Bond portfolio management by Frank J. Fabozzi |
| title_short | Bond portfolio management |
| title_sort | bond portfolio management |
| topic | Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Portfolio Selection (DE-588)4046834-3 gnd Portfoliomanagement (DE-588)4115601-8 gnd Schuldverschreibung (DE-588)4180132-5 gnd |
| topic_facet | Festverzinsliches Wertpapier Portfolio Selection Portfoliomanagement Schuldverschreibung |
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