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Menace Cartoons: Fun and Facts (Illustrated)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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EUR 16,50
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Quantitative Management of Bond Portfolios (Advances in Financial Engineering, 1)
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Hardcover. Condizione: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority!
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Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Lingua: Inglese
Editore: Princeton University Press, 2007
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: JERO BOOKS AND TEMPLET CO., SANTA MONICA, CA, U.S.A.
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Hardcover. Condizione: Very Good. Condizione sovraccoperta: Very Good. 3rd Printing. 3rd Printing (2007.) Hardcover with dust jacket. 8vo with 978 pages. The book and dust jacket are in very good condition with very slight shelf wear. Interior is clean and tight. "A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language."This team combines intuition with strong empirical research." Green-Black spine/ White text. Size: 8vo. Engineering Management.
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Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: MyLibraryMarket, Waynesville, OH, U.S.A.
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Hardcover. Condizione: As New. ***Please Read*** Personal note and Signature by one Author inside cover - No marks on text - My shelf location - 65-f-18*.
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Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Da: GreatBookPrices, Columbia, MD, U.S.A.
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EUR 72,66
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EUR 22,99
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Menace Cartoons
Lingua: Inglese
Editore: Amazon Digital Services LLC - Kdp, 2022
ISBN 10: 919877753X ISBN 13: 9789198777536
Da: PBShop.store US, Wood Dale, IL, U.S.A.
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EUR 18,95
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Aggiungi al carrelloPAP. Condizione: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 70,55
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Quantitative Credit Portfolio Management : Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 73,56
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Quantitative Credit Portfolio Management: Practical Innovations for Measuring and Controlling Liquidity, Spread, and Issuer Concentration Risk (Frank J. Fabozzi Series)
Da: Ria Christie Collections, Uxbridge, Regno Unito
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Menace Cartoons
Lingua: Inglese
Editore: Amazon Digital Services LLC - Kdp, 2022
ISBN 10: 919877753X ISBN 13: 9789198777536
Da: PBShop.store UK, Fairford, GLOS, Regno Unito
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EUR 18,08
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Aggiungi al carrelloPAP. Condizione: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
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Quantitative Credit Portfolio Management
Da: Majestic Books, Hounslow, Regno Unito
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EUR 96,00
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Aggiungi al carrelloCondizione: New. pp. 388.
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Quantitative Credit Portfolio Management
Lingua: Inglese
Editore: John Wiley and Sons Inc, US, 2012
ISBN 10: 1118117697 ISBN 13: 9781118117699
Da: Rarewaves.com USA, London, LONDO, Regno Unito
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EUR 108,61
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Aggiungi al carrelloHardback. Condizione: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
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Quantitative Credit Portfolio Management
Da: Books Puddle, New York, NY, U.S.A.
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Condizione: New. pp. 388 Index.
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Autodesk Revit 2027 Mastery : The Complete BIM Design and Documentation Guide for Modern Architecture Professionals
Libro 4 di 8: FutureTech Professional SeriesEUR 48,05
Spedizione EUR 64,40
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Aggiungi al carrelloTaschenbuch. Condizione: Neu. Neuware.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Da: GreatBookPrices, Columbia, MD, U.S.A.
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Quantitative Credit Portfolio Management: Practica l Innovations for Measuring and Controlling Liquid ity, Spread, and Issuer Concentration Risk
Da: Revaluation Books, Exeter, Regno Unito
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EUR 112,48
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Aggiungi al carrelloHardcover. Condizione: Brand New. 1st edition. 416 pages. 9.33x6.30x1.34 inches. In Stock.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Da: GreatBookPricesUK, Woodford Green, Regno Unito
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EUR 112,83
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Quantitative management of bond portfolios
Lingua: Inglese
Editore: Princeton University Press, Oxford, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: MARCIAL PONS LIBRERO, MADRID, M, Spagna
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EUR 107,09
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2020
ISBN 10: 069120277X ISBN 13: 9780691202778
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 134,79
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 135,58
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Quantitative Management of Bond Portfolios (Advances in Financial Engineering) Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim and Phelps, Bruce
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
EUR 119,00
Spedizione EUR 36,00
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Aggiungi al carrelloHardcover Oct 09, 2006. Condizione: gebraucht; wie neu.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: As New. Unread book in perfect condition.
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Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: GreatBookPricesUK, Woodford Green, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 156,36
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Aggiungi al carrelloCondizione: As New. Unread book in perfect condition.
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Quantitative Credit Portfolio Management
Lingua: Inglese
Editore: John Wiley and Sons Inc, US, 2012
ISBN 10: 1118117697 ISBN 13: 9781118117699
Da: Rarewaves.com UK, London, Regno Unito
Valutazione del venditore 5 su 5 stelle
EUR 101,66
Spedizione EUR 75,46
Spedito da Regno Unito a U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. An innovative approach to post-crash credit portfolio management Credit portfolio managers traditionally rely on fundamental research for decisions on issuer selection and sector rotation. Quantitative researchers tend to use more mathematical techniques for pricing models and to quantify credit risk and relative value. The information found here bridges these two approaches. In an intuitive and readable style, this book illustrates how quantitative techniques can help address specific questions facing today's credit managers and risk analysts. A targeted volume in the area of credit, this reliable resource contains some of the most recent and original research in this field, which addresses among other things important questions raised by the credit crisis of 2008-2009. Divided into two comprehensive parts, Quantitative Credit Portfolio Management offers essential insights into understanding the risks of corporate bonds-spread, liquidity, and Treasury yield curve risk-as well as managing corporate bond portfolios. Presents comprehensive coverage of everything from duration time spread and liquidity cost scores to capturing the credit spread premiumWritten by the number one ranked quantitative research group for four consecutive years by Institutional InvestorProvides practical answers to difficult question, including: What diversification guidelines should you adopt to protect portfolios from issuer-specific risk? Are you well-advised to sell securities downgraded below investment grade? Credit portfolio management continues to evolve, but with this book as your guide, you can gain a solid understanding of how to manage complex portfolios under dynamic events.
-
Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, US, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
EUR 207,96
Spedizione gratuita
Spedito in U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. 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. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
-
Quantitative Management of Bond Portfolios
Lingua: Inglese
Editore: Princeton University Press, US, 2006
ISBN 10: 0691128316 ISBN 13: 9780691128313
Da: Rarewaves USA United, OSWEGO, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
EUR 210,77
Spedizione EUR 43,81
Spedito in U.S.A.Quantità: Più di 20 disponibili
Aggiungi al carrelloHardback. Condizione: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. 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. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
