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Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies
US $89.36
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Located in: Sparks, Nevada, United States
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Estimated between Mon, May 6 and Fri, May 10 to 43230
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eBay item number:282873378301
Item specifics
- Condition
- Publication Date
- 2005-11-01
- Pages
- 576
- ISBN
- 9780471678908
- Book Title
- Advanced Bond Portfolio Management : Best Practices in Modeling and Strategies
- Item Length
- 9.1in
- Publisher
- Wiley & Sons, Incorporated, John
- Publication Year
- 2005
- Format
- Hardcover
- Language
- English
- Item Height
- 1.8in
- Genre
- Business & Economics
- Topic
- Investments & Securities / Portfolio Management, Finance / General
- Item Width
- 6.3in
- Item Weight
- 28.2 Oz
- Number of Pages
- 576 Pages
About this product
Product Information
Indexing, Structured, and Active Bond Portfolio Management is a new and comprehensive fixed income book focused on the implementation of fixed income strategy. Key analytical concepts are tied to implementation through the use of data services such as Bloomberg.
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471678902
ISBN-13
9780471678908
eBay Product ID (ePID)
48652079
Product Key Features
Book Title
Advanced Bond Portfolio Management : Best Practices in Modeling and Strategies
Format
Hardcover
Language
English
Topic
Investments & Securities / Portfolio Management, Finance / General
Publication Year
2005
Genre
Business & Economics
Number of Pages
576 Pages
Dimensions
Item Length
9.1in
Item Height
1.8in
Item Width
6.3in
Item Weight
28.2 Oz
Additional Product Features
Series Volume Number
143
Lc Classification Number
Hg4651
Reviews
"Effective in presenting the mechanics of bond portfolio management for those who understand basic bond math. . . worth the price."--Financial Analysts Journal
Table of Content
Preface ix About the Editors xv Contributing Authors xvii PART ONE Background 1 CHAPTER 1 Overview of Fixed Income Portfolio Management 3 Frank J. Jones CHAPTER 2 Liquidity, Trading, and Trading Costs 21 Leland E. Crabbe and Frank J. Fabozzi CHAPTER 3 Portfolio Strategies for Outperforming a Benchmark 43 Bülent Baygün and Robert Tzucker PART TWO Benchmark Selection and Risk Budgeting 63 CHAPTER 4 The Active Decisions in the Selection of Passive Management and Performance Bogeys 65 Chris P. Dialynas and Alfred Murata CHAPTER 5 Liability-Based Benchmarks 97 Lev Dynkin, Jay Hyman, and Bruce D. Phelps CHAPTER 6 Risk Budgeting for Fixed Income Portfolios 111 Frederick E. Dopfel PART THREE Fixed Income Modeling CHAPTER 7 Understanding the Building Blocks for OAS Models 131 Philip O. Obazee CHAPTER 8 Fixed Income Risk Modeling 163 Ludovic Breger and Oren Cheyette CHAPTER 9 Multifactor Risk Models and Their Applications 195 Lev Dynkin and Jay Hyman PART FOUR Interest Rate Risk Management 247 CHAPTER 10 Measuring Plausibility of Hypothetical Interest Rate Shocks 249 Bennett W. Golub and Leo M. Tilman CHAPTER 11 Hedging Interest Rate Risk with Term Structure Factor Models 267 Lionel Martellini, Philippe Priaulet, Frank J. Fabozzi, and Michael Luo CHAPTER 12 Scenario Simulation Model for Fixed Income Portfolio Risk Management 291 Farshid Jamshidian and Yu Zhu PART FIVE Credit Analysis and Credit Risk Management 311 CHAPTER 13 Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis 313 Sivan Mahadevan, Young-Sup Lee, Viktor Hjort, David Schwartz, and Stephen Dulake CHAPTER 14 An Introduction to Credit Risk Models 355 Donald R. van Deventer CHAPTER 15 Credit Derivatives and Hedging Credit Risk 373 Donald R. van Deventer CHAPTER 16 Implications of Merton Models for Corporate Bond Investors 389 Wesley Phoa CHAPTER 17 Capturing the Credit Alpha 407 David Soronow PART SIX International Bond Investing 419 CHAPTER 18 Global Bond Investing for the 21st Century 421 Lee R. Thomas CHAPTER 19 Managing a Multicurrency Bond Portfolio 445 Srichander Ramaswamy and Robert Scott CHAPTER 20 A Disciplined Approach to Emerging Markets Debt Investing 479 Maria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn INDEX 533
Copyright Date
2006
Lccn
2006-295679
Dewey Decimal
332.63/23
Intended Audience
Trade
Series
Frank J. Fabozzi Ser.
Dewey Edition
22
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:282873378301
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Item location:
Sparks, Nevada, United States
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| Shipping and handling | To | Service | Delivery*See Delivery notes |
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| Free shipping | United States | Standard Shipping | Estimated between Mon, May 6 and Fri, May 10 to 43230 |
| US $5.50 | United States | Expedited Shipping | Estimated between Mon, May 6 and Fri, May 10 to 43230 |
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e***l (94)- Feedback left by buyer.
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Super impressed with this seller! They had the best price by far for this book! Both the cost of the book and the shipping fee was far better than average! The book came exactly as described, it was well packaged and quite a bit earlier than expected! The seller was polite and replied quickly to my messages.
I’ll definitely make another purchase soon!
Thank you to the seller! Be safe and keep up the great work!
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WONDERFUL book! Better than described, in just like new condition [not just good]. Packaged very carefully, shipped very securely. Great seller, would buy from again in a heartbeat! No communication occurred, but I imagine it would have been as good as the rest of their customer service. Very happy with purchase, thank you very much!
n***_ (274)- Feedback left by buyer.
Past 6 months
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All around had the best experience you could hope for with purchasing online. Seller was informative of the shipping process from start to finish. Product arrived matching the specifications I requested but also matched the photographs and item description. Lastly shipped and arrived fast and packaged perfectly for safety. Highly suggest this sellers shop, AAA+++.
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