Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, et al.
Informasi Umum
Kode
20.21.1606
Klasifikasi
332.632 3 - Bonds
Jenis
Buku - Elektronik (E-Book)
Subjek
Bonds
No. Rak
Tel-U Gedung Manterawu Lantai 5 : Rak 8a
Tel-U Purwokerto : Rak 4
Dilihat
95 kali
Informasi Lainnya
Abstraksi
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.
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Koleksi & Sirkulasi
Tersedia 1 dari total 1 Koleksi
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Pengarang
| Nama | Lev Dynkin, Anthony Gould, Jay Hyman, et al. |
| Jenis | Perorangan |
| Penyunting | |
| Penerjemah |
Penerbit
| Nama | Princeton University Press |
| Kota | New York |
| Tahun | 2007 |
Sirkulasi
| Harga sewa | IDR 0,00 |
| Denda harian | IDR 1.000,00 |
| Jenis | Non-Sirkulasi |
