Selected Topics In Bond Portfolio Management
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Selected Topics In Bond Portfolio Management
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 1997-06-15
Selected Topics In 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 1997-06-15 with Business & Economics categories.
The bond market is one of the largest and most important financial markets in the world. For professional investors, building and managing a portfolio of bonds to achieve above-market returns is a continual challenge. In Selected Topics in Bond Portfolio Management, leading experts discuss state-of-the-art strategies for managing indexed, corporate, high-yield, municipal, and global bond portfolios. Each chapter includes questions and answers to enhance the reader's understanding.
Quantitative Management Of Bond Portfolios
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Author : Lev Dynkin
language : en
Publisher: Princeton University Press
Release Date : 2020-05-26
Quantitative Management Of Bond Portfolios written by Lev Dynkin and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-05-26 with Business & Economics categories.
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
Advanced Bond Portfolio Management
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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.
Bond Evaluation Selection And Management
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Author : R. Stafford Johnson
language : en
Publisher: John Wiley & Sons
Release Date : 2010-09-23
Bond Evaluation Selection And Management written by R. Stafford Johnson 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 2010-09-23 with Business & Economics categories.
A fully revised guide to fixed income securities that reflects current market conditions The Second Edition of Bond Evaluation, Selection, and Management combines fundamental and advanced topics in the field, offering comprehensive coverage of bond and debt management. This fully updated and revised edition provides you with the basics needed to understand various strategies, and explanations of cutting edge advanced topics. Focusing on essential concepts, models, and numerical examples, this book will help you quickly become familiar with the tools needed to effectively select, evaluate, and manage bonds. Covers both the fundamental and advanced topics in the field, including debt securities, bonds with embedded options, asset-backed securities, and bond derivatives Reinforces important concepts through review questions, web exercises, and practice problems in each chapter Reviews the history of the credit markets from the 1980s to the present with a retrospective look at the 2008 financial crisis Contains "Interview Boxes" consisting of questions and answers with distinguished fixed-income portfolio managers, traders, analysts, and academicians Filled with in-depth insights and practical advice, this reliable resource offers a solid foundation in understanding the complexities of evaluating and selecting bonds and other fixed income securities.
Bond Portfolio Management
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2001-11-09
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 2001-11-09 with Business & Economics categories.
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.
Managing A Corporate Bond Portfolio
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Author : Frank J. Fabozzi
language : en
Publisher: John Wiley & Sons
Release Date : 2003-04-21
Managing A Corporate Bond Portfolio 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 2003-04-21 with Business & Economics categories.
Praise for Managing a Corporate Bond Portfolio "Crabbe and Fabozzi's Managing a Corporate Bond Portfolio is a refreshingly good book on the neglected topic in fixed income portfolio management. If you want to understand the latest thinking in corporate bonds, what drives prices and why, read this book. You will emerge with knowledge that will help you get an edge in the competitive investing arena." -Tim Opler Director, Financial Strategy Group, CSFB "A practitioner's guide . . . a creative, comprehensive, and practical book that addresses the myriad of challenges facing managers of corporate bond portfolios. The chapter on liquidity, trading, and trading costs is a must read." -Mary Rooney Head of Credit Strategy, Merrill Lynch "As a Senior Portfolio Manager responsible for managing billions of dollars invested in fixed income product during the mid-1990s, Lee Crabbe was the one Wall Street strategist that I would read every week to help me figure out where value was in the corporate bond market, and for insightful and easy-to-understand special reports that educated me and most investors on the risks and opportunities inherent in new structures and subordinated products. Fortunately for me and investors, Lee Crabbe and Frank Fabozzi have written this book, which compiles much of their previous work on corporate bond valuation, along with new features that are a must read, especially in light of the volatile times in the corporate bond market over the past few years. For portfolio managers, analysts, traders, and even strategists, if there is one book in your bookshelf that you should have on corporate bond portfolio management, it is this one." -William H. Cunningham Managing Director, Director of Credit Strategy, J.P. Morgan Securities Inc. www.wileyfinance.com
Managing A Corporate Bond Portfolio
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Author : Leland E. Crabbe
language : en
Publisher: Wiley
Release Date : 2001-12-14
Managing A Corporate Bond Portfolio written by Leland E. Crabbe and has been published by Wiley this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-12-14 with Business & Economics categories.
"Managing a Corporate Bond Portfolio" behandelt die wesentlichen Grundlagen des Portfolio Management von Industrieobligationen. Das Buch gliedert sich in 4 Hauptabschnitte: Abschnitt 1 gibt eine Einführung in Industrieobligationen, Abschitt 2 erläutert die Bewertung und Preisdynamik, Abschnitt 3 konzentriert sich auf das Kreditrisiko und Abschnitt 4 erörtert die Tilgungsanalyse. Es entwickelt einen geeigneten Rahmen für die Bewertung der wichtigsten Risiken im Bereich Industrieobligationen, wie z.B. Kreditrisiko, Zinsrisiko und Tilgungsrisiko. Behandelt die wichtigsten Merkmale von Industrieobligationen. Diskutiert u.a. folgende Themenschwerpunkte: Handeln, Renditekurve und strategische Branchenauswahl. Vermittelt werden topaktuelle Analysetools für eine höhere Rendite und verbesserte Risikosteuerung. Ein unentbehrlicher Ratgeber - geschrieben von zwei Spitzenexperten auf diesem Gebiet.
Fixed Income Analysis Workbook
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Author : Jerald E. Pinto
language : en
Publisher: John Wiley & Sons
Release Date : 2015-01-30
Fixed Income Analysis Workbook written by Jerald E. Pinto 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 2015-01-30 with Business & Economics categories.
Fixed Income Analysis Workbook helps busy professionals better understand and apply the concepts and methodologies essential to fixed income portfolio management. A companion to the Fixed Income Analysis text, this helpful workbook offers learning objectives, chapter summaries, and practice problems that reinforce the practitioner-oriented material to give readers the confidence they need before applying these concepts to real cases. Readers will test their understanding of the metrics, methods, and mechanics associated with fixed income portfolios, and make use of the tools and techniques described in the text. Work topic-specific practice problems to facilitate intuitive understanding Review each topic quickly using clear chapter summaries Understand each chapter's objective to avoid missing key information Practice important methods and techniques before applying them in the real world For a more solid understanding of fixed income portfolio management, Fixed Income Analysis Workbook is a complete, practical resource.
Managing Credit Risk In Corporate Bond Portfolios
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Author : Srichander Ramaswamy
language : en
Publisher: John Wiley & Sons
Release Date : 2004-03-29
Managing Credit Risk In Corporate Bond Portfolios written by Srichander Ramaswamy 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 2004-03-29 with Business & Economics categories.
Expert guidance on managing credit risk in bond portfolios Managing Credit Risk in Corporate Bond Portfolios shows readers howto measure and manage the risks of a corporate bond portfolioagainst its benchmark. This comprehensive guide explores a widerange of topics surrounding credit risk and bond portfolios,including the similarities and differences between corporate andgovernment bond portfolios, yield curve risk, default and creditmigration risk, Monte Carlo simulation techniques, and portfolioselection methods. Srichander Ramaswamy, PhD (Basel, Switzerland), is Head ofInvestment Analysis at the Bank for International Settlements (BIS)in Basel, Switzerland, and Adjunct Professor of Banking andFinance, University of Lausanne.
Bond Analysis And Selection
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Author : Martin L. Leibowitz
language : en
Publisher:
Release Date : 1977
Bond Analysis And Selection written by Martin L. Leibowitz and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with Bonds categories.