Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies

Reseña:
A comprehensive look at modeling and strategies for bond portfolio managers, "Advanced Bond Portfolio Management" fills the void in this subject area by focusing on what other books lack how to use modeling techniques to develop and construct bond portfolio strategies. Active and structured portfolio strategies are discussed along with real world applications, so that the reader can learn how the strategy is applied and understand the issues associated with implementation of the strategy. "Advanced Bond Portfolio Management" carefully balances theory, practice, and implementation, and offers readers supplements to the mathematical analyses found throughout the book. Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, the Editor of the Journal of Portfolio Management, and a consultant. Lionel Martellini, PhD (Nice, France), is a Professor of Finance at Edhec Graduate School of Business and the Scientific Director of Edhec Risk and Asset Management Research Center. Philippe Priaulet, PhD (Paris, France), is a Derivatives Strategist at HSBC and an Associate Professor in the Department of Mathematics at the University of Evry Val d'Essonne