Active Fixed Income and Credit Management
ISBN:
978-0-333-99368-2
Auflage:
2002
Verlag:
Palgrave Macmillan UK
Land des Verlags:
Vereinigtes Königreich
Erscheinungsdatum:
15.04.2002
Reihe:
Finance and Capital Markets Series
Format:
Hardcover
Seitenanzahl:
230
Lieferung in 3-4 Werktagen
Versandkostenfrei ab 40 Euro in Österreich
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.
Schlagwörter
Biografische Anmerkung
FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.
DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.
DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London.
