Active Fixed Income and Credit Management

ISBN: 978-0-333-99368-2
Materia: Inversión y financiación empresarial
Autor: Hagenstein, F.; Bangemann, T.
Editorial: Macmillan Publishers Ltd.
Edición: 2002
Páginas: 230
PVP: 214,50 €

Reseña:
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.

Índice:
Active diversification of fixed income portfolios
Duration management
Yield curve management
Basis management
Volatility management
Credit management