Del i serien Finance and Capital Markets Series

Active Fixed Income and Credit Management

Inbunden, Engelska, 2002

AvF. Hagenstein,Tim Bangemann

5 459 kr

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This text discusses in detail quantitative and qualitative approaches in the investment process. The analysis of individual trades is just a part of smart portfolio management and this book explores the broader insights behind successful trading. Several key trade types are analyzed plus their relevant tools. The continuing significance of derivatives and credit diversification to bond investors is further examined in this analysis of the market.

Produktinformation

Utgivningsdatum2002-04-15
Mått140 x 216 x 19 mm
Vikt508 g
FormatInbunden
SpråkEngelska
SerieFinance and Capital Markets Series
Antal sidor230
Upplaga2002
FörlagPalgrave Macmillan
ISBN9780333993682

Tillhör följande kategorier

ACTIVE DIVERSIFICATION OF FIXED-INCOME PORTFOLIOS The Investment Process and Benchmark Selection Tactical Allocation and its Building Blocks Top-down Approach for a Euroland Portfolio DURATION MANAGEMENT Factors Influencing Duration Management Decision-Making Methods for Duration YIELD CURVE MANAGEMENT Market Directionality of Yield Curves Barbell Analysis Strips Rolldown Analysis Box Trade Analysis BASIS MANAGEMENT Cheapest-to-Deliver Analysis Delivery Option Calendar Spreads Portfolio Replication VOLATILITY MANAGEMENT Volatility and Yields Yield Volatility Option Risk Parameters Efficient Gamma Trading Options Markets and Economic Data Releases CREDIT MANAGEMENT Introduction Characteristics of Corporate Bonds The Top-Down Approach Merton's Approach to Evaluating a Corporate Bond Market Drivers of Credit Spreads Efficient Frontiers and the Sharpe Ratio Industry Selection The Bottom-Up Approach Indentures of Corporate Bonds Corporate Bonds and Defaults