Quantitative management of bond portfolios
Auteur :
Dynkin, Lev / Gould, Anthony / Hyman, Jay / Konstantinovsky, Vadim / Phelps, Bruce
Éditeur :
Princeton University Press
ISBN :
9780691128313
Date de publication :
29 oct. 2006
Dimensions :
23,5 x 15,2 cm
Poids :
1503 g
Format :
B315
Langue :
Anglais
Pays d'origine :
USA
Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries.