Detalles del Título
Detalles del Título

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Título Advanced bond portfolio management: best practices in modeling and strategiesLibros / Impreso - Libros
Autor(es) Fabozzi, Frank J. (Editor)
Martellini, Lionel (Editor)
Priaulet, Philippe (Editor)
Publicación Hoboken, New Jersey : Wiley, c2006
Descripción Física xviii, 558 páginas : ilustraciones ; 24 cm.
Idioma Inglés;
Series Frank J. Fabozzi series
ISBN 0471678902
Clasificación(es) 332.6323
CONTABLE Y FINANCIERA
Materia(s) Bonos; Administración del portafolio;
Nota(s) Incluye referencias bibliográfica e índice
CONTENIDO: Overview of fixed income portfolio management / Frank J. Jones -- Liquidity, trading, and trading costs / Leland E. Crabbs, Frank J. Fabozzi -- Portfolio strategies for outperforming a benchmark / Bulent Baygun, Robert Tzucker -- The active decisions in the selection of passive management and performance bogeys / Chris P. Dialynas, Alfred Murata -- Liability-based benchmarks / Lev Dynkin, Jay Ilyman, Bruce D. Phelps -- Risk budgeting for fixed income portfolios / Frederick E. Dopfel -- Understanding the building blocks for OAS models / Philip O. Obazee -- Fixed income risk modeling / Ludovic Breger, Oren Cheyette -- Multifactor risk models and their applications / Lev Dynkin, Jay Hyman -- Measuring plausibility of hypothetical interest rate shocks / Bennett W. Golub, Loo M. Tilman -- Hedging interest rate risk with term structure factor models / Lionel Martellini, Philippe Priaulet, Frank J. Fabozzi, Michael Luo -- Scenario simulation model for fixed income portfolio risk management / Farshid Jamshidian, Yu Zhu -- Valuing corporate credit : quantitative approaches versus fundamental analysis / Sivan Mahadevan, Young-Sup Lee, Viktor Hjort, David Schwartz, Stephen Dulake -- An introduction to credit risk models / Donald R. van Deventer -- Credit derivatives and hedging credit risk / Donald R. van Deventer -- Implications of Merton models for corporate bond investors / Wesley Phoa -- Capturing the credit alpha / David Soronow -- Global bond investing for the 21st century / Lee R. Thomas -- Managing a multicurrency bond portfolio / Srichander Ramaswamy, Robert Scott -- A disciplined approach to emerging markets debt investing / Maria Medalkov Loucks, John A. Penicook, Jr., Uwe Schillhorn.
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Disponibilidad
CodBarras Localización Piso Signatura Estado Categoría
094417Biblioteca Universidad Icesi3332.6323/A244DisponibleCol. General