Active Fixed Income And Credit Management
DOWNLOAD
Download Active Fixed Income And Credit Management PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Active Fixed Income And Credit Management book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Active Fixed Income And Credit Management
DOWNLOAD
Author : F. Hagenstein
language : en
Publisher: Springer
Release Date : 2002-04-15
Active Fixed Income And Credit Management written by F. Hagenstein and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-15 with Business & Economics categories.
The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach.
Systematic Fixed Income
DOWNLOAD
Author : Scott A. Richardson
language : en
Publisher: John Wiley & Sons
Release Date : 2022-05-17
Systematic Fixed Income written by Scott A. Richardson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-05-17 with Business & Economics categories.
Understand the role and potential of fixed income as an asset class Systematic Fixed Income: An Investor’s Guide offers readers a powerful, practical, and robust framework for investors and asset managers to preserve the diversifying properties of a fixed income allocation, and add to that unique sources of excess returns via systematic security selection. In other words, this framework allows for efficient capture of fixed income beta and fixed income alpha. Celebrated finance professional Dr. Scott Richardson presents concrete strategies for identifying the relevant sources of risk and return in public fixed income markets and explains the tactical and strategic roles played by fixed income in typical portfolios. In the book, readers will explore: The implementation challenges associated with a systematic fixed income portfolio, including liquidity and risk The systematic return sources for rate and credit sensitive fixed income assets in both developed and emerging markets An essential read for asset managers and institutional investors with a professional interest in fixed income markets, Systematic Fixed Income: An Investor’s Guide deserves a place in the libraries of advanced degree students of finance, business, and investment, as well as other investment professionals seeking to refine their understanding of the full potential of this foundational asset class.
Fixed Income Analysis
DOWNLOAD
Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-17
Fixed Income Analysis written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Business & Economics categories.
CFA Institute's essential guide to fixed-income portfolio management, revised and updated Now in its fourth edition, Fixed Income Analysis offers authoritative and up-to-date coverage of how successful investment professionals analyze and manage fixed-income portfolios. With contributions from a team of financial experts, the text is filled with detailed information from CFA Institute and contains a comprehensive review of the essential topics in the field. Fixed Income Analysis introduces the fundamental concepts of fixed-income securities and markets and provides in-depth coverage of fixed-income security valuation and portfolio management. The book contains a general framework for valuation that is designed to be accessible to both professionals and those new to the field. The fourth edition provides updated coverage of fixed-income portfolio management including detailed coverage of liability-driven and index-based strategies, the major types of yield curve strategies, and approaches to implementing active credit strategies. The authors include examples that help build the knowledge and skills needed to effectively manage fixed-income portfolios. Fixed Income Analysis gives a real-world understanding of how the concepts discussed are practically applied in client-based scenarios. Investment analysts, portfolio managers, individual and institutional investors and their advisors, and anyone with an interest in fixed-income markets will appreciate this accessible guide to fixed-income analysis.
Fixed Income Analysis Workbook
DOWNLOAD
Author : Barbara S. Petitt
language : en
Publisher: John Wiley & Sons
Release Date : 2019-10-17
Fixed Income Analysis Workbook written by Barbara S. Petitt and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-10-17 with Business & Economics categories.
THE THOROUGHLY REVISED AND UPDATED FOURTH EDITION OF THE COMPANION WORKBOOK TO FIXED INCOME ANALYSIS Now in its fourth edition, the Fixed Income Analysis Workbook offers a range of practical information and exercises that will enhance your understanding of the tools, strategies, and techniques associated with fixed-income portfolio management. Written by a team of knowledgeable contributors, this hands-on resource helps busy professionals and those new to the discipline apply the concepts and methodologies that are essential for mastery. The Workbook is an accessible guide for understanding the metrics, methods, and mechanics as applied in the competitive world of fixed-income analysis. It also provides a stress-free way to practice the tools and techniques described in the companion text. The Fixed Income Analysis Workbook includes information and exercises to help you: Work real-world problems associated with fixed-income risk and return Review the fundamentals of asset-backed securities Comprehend the principles of credit analysis Understand the arbitrage-free valuation framework Practice important methods and techniques before applying them in actual situations The fourth edition provides updated coverage of fixed income portfolio management including detailed applications of liability-driven and index-based strategies, exposure to the major types of yield curve strategies, and practical approaches to implementing active credit strategies. For anyone who wants a more solid understanding of fixed-income portfolio management, the Fixed Income Analysis Workbook is a comprehensive and practical resource.
Professional Perspectives On Fixed Income Portfolio Management Volume 2
DOWNLOAD
Author : Frank J. Fabozzi
language : en
Publisher: Wiley
Release Date : 2001-03-15
Professional Perspectives On Fixed Income Portfolio Management Volume 2 written by Frank J. Fabozzi and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-03-15 with Business & Economics categories.
Frank Fabozzi leads an international team of fixed income experts in analyzing subjects varying from active portfolio management against an index to credit analysis and debt covenants in emerging markets. This second volume is a captivating and systematic investment tool that presents practical techniques developed by today's best and brightest fixed-income practitioners.
Fixed Income Securities
DOWNLOAD
Author : Lionel Martellini
language : en
Publisher: John Wiley & Sons
Release Date : 2005-09-27
Fixed Income Securities written by Lionel Martellini and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-27 with Business & Economics categories.
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
Active Credit Portfolio Management
DOWNLOAD
Author : Jochen Felsenheimer
language : en
Publisher: John Wiley & Sons
Release Date : 2006-03-10
Active Credit Portfolio Management written by Jochen Felsenheimer and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-10 with Business & Economics categories.
The introduction of the euro in 1999 marked the starting point of the development of a very liquid and heterogeneous EUR credit market, which exceeds EUR 350bn with respect to outstanding corporate bonds. As a result, credit risk trading and credit portfolio management gained significantly in importance. The book shows how to optimize, manage, and hedge liquid credit portfolios, i.e. applying innovative derivative instruments. Against the background of the highly complex structure of credit derivatives, the book points out how to implement portfolio optimization concepts using credit-relevant parameters, and basic Markowitz or more sophisticated modified approaches (e.g., Conditional Value at Risk, Omega optimization) to fulfill the special needs of an active credit portfolio management on a single-name and on a portfolio basis (taking default correlation within a credit risk model framework into account). This includes appropriate strategies to analyze the impact from credit-relevant newsflow (macro- and micro-fundamental news, rating actions, etc.). As credits resemble equity-linked instruments, we also highlight how to implement debt-equity strategies, which are based on a modified Merton approach. The book is obligatory for credit portfolio managers of funds and insurance companies, as well as bank-book managers, credit traders in investment banks, cross-asset players in hedge funds, and risk controllers.
Cfa Program Curriculum Fixed Income And Equity Portfolio Management
DOWNLOAD
Author :
language : en
Publisher: John Wiley & Sons
Release Date : 2012
Cfa Program Curriculum Fixed Income And Equity Portfolio Management written by and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Business & Economics categories.
Fixed Income Trading And Risk Management
DOWNLOAD
Author : Alexander During
language : en
Publisher: John Wiley & Sons
Release Date : 2020-12-17
Fixed Income Trading And Risk Management written by Alexander During and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-12-17 with Business & Economics categories.
A unique, authoritative, and comprehensive treatment of fixed income markets Fixed Income Trading and Risk Management: The Complete Guide delivers a comprehensive and innovative exposition of fixed income markets. Written by European Central Bank portfolio manager Alexander During, this book takes a practical view of how several different national fixed income markets operate in detail. The book presents common theoretical models but adds a lot of information on the actually observed behavior of real markets. You’ll benefit from the book’s: Fulsome overview of money, credit, and monetary policy Description of cash instruments, inflation-linked debt, and credit claims Analysis of derivative instruments, standard trading strategies, and data analysis In-depth focus on risk management in fixed income markets Perfect for new and junior staff in financial institutions working in sales and trading, risk management, back office operations, and portfolio management positions, Fixed Income Trading and Risk Management also belongs on the bookshelves of research analysts and postgraduate students in finance, economics, or MBA programs.
Advanced Bond Portfolio Management
DOWNLOAD
Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2006-03-08
Advanced Bond Portfolio Management written by Frank J. Fabozzi and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-08 with Business & Economics categories.
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.