Active Fixed Income and Credit Management - Brossura

Hagenstein, F.; Bangemann, T.

 
9781349432196: Active Fixed Income and Credit Management

Sinossi

The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. The focus of discussion is on quantitative and, for credits, qualitative methods of portfolio management. These strategies may be employed for portfolio diversification and in order to outperform the benchmark. Methods applicable for different risk factors - duration, yield curve, basis, volatility and credit management - are illustrated in detail using a top-down and bottom-up approach. Several examples are presented to show the practical relevance of the theoretical models and approach.

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Informazioni sull?autore

FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.

DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.

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Altre edizioni note dello stesso titolo

9780333993682: Active Fixed Income and Credit Management

Edizione in evidenza

ISBN 10:  0333993683 ISBN 13:  9780333993682
Casa editrice: Palgrave Macmillan, 2002
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