Active fixed income and credit management
Auteur :
Hagenstein, F. / Bangemann, Tim
Éditeur :
Palgrave Macmillan
ISBN :
9781349432196
Date de publication :
1 janv. 2002
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
The authors provide the reader with an extensive tool set for active and successful management of fixed income portfolios as well as for credits. 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.