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Active Fixed Income and Credit Management

Bag om 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. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780333993682
  • Indbinding:
  • Hardback
  • Sideantal:
  • 230
  • Udgivet:
  • 15. april 2002
  • Størrelse:
  • 140x216x17 mm.
  • Vægt:
  • 465 g.
  • 8-11 hverdage.
  • 16. januar 2025
På lager
Forlænget returret til d. 31. januar 2025
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Beskrivelse af 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. 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.

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