Advanced Fixed Income Portfolio Management: The State of the Art
Published on 1. March 1994
Book
Hardback
350 pages
978-1-55738-568-0 (ISBN)
Description
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.
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.
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.
More details
Language
English
Place of publication
New York
United States
Publishing group
McGraw-Hill Education - Europe
Target group
Professional and scholarly
Dimensions
Height: 231 mm
Width: 163 mm
Thickness: 33 mm
Weight
680 gr
ISBN-13
978-1-55738-568-0 (9781557385680)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Persons
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.
Frank J. Fabozzi is adjunct professor of finance at Yale University's School of Management. He is the author, co-author, or editor of literally dozens of titles on a plethora of investing topics.