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Advanced Bond Portfolio Management (Frank J. Fabozzi Series)

Advanced Bond Portfolio Management (Frank J. Fabozzi Series)

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Creators: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Publisher: Wiley
Category: Book

List Price: $90.00
Buy New: $49.13
You Save: $40.87 (45%)



New (17) Used (6) from $49.13

Sales Rank: 166921

Media: Hardcover
Pages: 558
Number Of Items: 1
Shipping Weight (lbs): 1.9
Dimensions (in): 9.1 x 6.2 x 1.8

ISBN: 0471678902
Dewey Decimal Number: 332.6323
EAN: 9780471678908
ASIN: 0471678902

Publication Date: December 7, 2005
Availability: Usually ships in 1-2 business days
Shipping: International shipping available
Condition: Brand New, Perfect Condition, Please allow 4-14 business days for delivery. 100% Money Back Guarantee, Over 1,000,000 customers served.

Also Available In:

  • Paperback - Advanced Bond Portfolio Management
  • Hardcover - Advanced Bond Portfolio Management: WITH Introduces Quantitative: Best Practices in Modeling and Strategies
  • Digital - Advanced Bond Portfolio Management (Frank J. Fabozzi Series)

Similar Items:

  • Fixed Income Mathematics, 4E
  • Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
  • Managing a Corporate Bond Portfolio
  • The Handbook of Fixed Income Securities
  • Fixed Income Analysis (CFA Institute Investment Series)

Editorial Reviews:

Product Description
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.

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