Active fixed income and credit management:

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 d...

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Bibliographic Details
Main Author: Hagenstein, Frank (Author)
Format: Electronic eBook
Language:English
Published: Basingstoke ; New York Palgrave 2002
Subjects:
Online Access:DE-12
DE-634
DE-526
DE-521
DE-1043
DE-M347
DE-92
DE-898
DE-1049
DE-523
DE-Re13
DE-91
DE-473
DE-19
DE-355
DE-703
DE-20
DE-706
DE-824
DE-29
DE-739
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Summary: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
Physical Description:1 Online-Ressource (xvi, 230 Seiten) Diagramme
ISBN:9780230510494
DOI:10.1057/9780230510494

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