Quantitative Management of Bond Portfolios

Lev Dynkin, Anthony Gould, Jay Hyman, et al.

Informasi Dasar

20.21.1606
332.632 3
Buku - Elektronik (E-Book)
8a

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.

Subjek

BONDS
 

Katalog

Quantitative Management of Bond Portfolios
9780691210612
999p.: pdf file.; 6 MB
English

Sirkulasi

Rp. 0
Rp. 1.000
Tidak

Pengarang

Lev Dynkin, Anthony Gould, Jay Hyman, et al.
Perorangan
 
 

Penerbit

Princeton University Press
New York
2007

Koleksi

Kompetensi

  • ACH3I3 - INVESTASI

Download / Flippingbook

 

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