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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:
  • 9781349432196
  • Indbinding:
  • Paperback
  • Sideantal:
  • 230
  • Udgivet:
  • 1. januar 2002
  • Udgave:
  • 12002
  • Størrelse:
  • 140x216x0 mm.
  • Vægt:
  • 320 g.
  • 8-11 hverdage.
  • 16. januar 2025
Forlænget returret til d. 31. januar 2025
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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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