Advanced fixed income portfolio management : the state of the art
著者
書誌事項
Advanced fixed income portfolio management : the state of the art
Irwin Professional Pub., c1994
- タイトル別名
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Fixed income portfolio management
並立書誌 全2件
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
In "Advanced Fixed Income Portfolio Management", Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections - Sources and Measurement of Risk, Valuation and Portfolio Management Strategies - the book provides answers for portfolio managers seeking to meet the challenge of active management and asset allocation modeling.
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