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Active Fixed Income and Credit Management

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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.


Titel: Active Fixed Income and Credit Management
Autoren/Herausgeber: F. Hagenstein, Tim Bangemann
Aus der Reihe: Finance and Capital Markets Series
Ausgabe: 1st ed. 2002

ISBN/EAN: 9781349432196

Seitenzahl: 230
Format: 21,6 x 14 cm
Produktform: Taschenbuch/Softcover
Gewicht: 0 g
Sprache: Englisch

FRANK HAGENSTEIN is Head of Credit Fund Management at Union-Investment, Germany.DR. TIM BANGEMANN is a Government Bond Trader at UBS Warburg, London. - Newsletter
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