Advanced Bond Portfolio Management: Best Practices in by Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet

By Frank J. Fabozzi,Lionel Martellini,Philippe Priaulet

with a purpose to successfully hire portfolio innovations that could regulate rate of interest possibility and/or improve returns, you need to comprehend the forces that force bond markets, in addition to the valuation and possibility administration practices of those advanced securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have introduced jointly greater than thirty skilled bond industry execs that will help you just do that.

Divided into six complete components, Advanced Bond Portfolio Management will advisor you thru the state of the art thoughts utilized in the research of bonds and bond portfolio administration. issues coated include:

  • General history info on fixed-income markets and bond portfolio strategies
  • The layout of a method benchmark
  • Various points of fixed-income modeling that might supply key constituents within the implementation of an effective portfolio and danger administration process
  • Interest expense possibility and credits hazard management
  • Risk components interested by the administration of a world bond portfolio

Filled with in-depth perception and specialist suggestion, Advanced Bond Portfolio Management is a beneficial source for an individual concerned or attracted to this significant industry.

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