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    Advanced Bond Portfolio Management (repost)

    Posted By: arundhati
    Advanced Bond Portfolio Management (repost)

    Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, "Advanced Bond Portfolio Management"
    2006 | ISBN: 0471678902 | 558 pages | PDF | 13,6 MB

    In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that.
    Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Topics covered include:
    General background information on fixed-income markets and bond portfolio strategies
    The design of a strategy benchmark
    Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process
    Interest rate risk and credit risk management
    Risk factors involved in the management of an international bond portfolio
    Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.