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Perspectives Fixed Income Port, Vol. 4 by Fabozzi β€” book cover

Perspectives Fixed Income Port, Vol. 4

by Fabozzi, Vangiessen
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Overview

Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management-fixed income analysis and strategies, credit risk and credit derivatives, and structured products-this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence.

Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including:
* Risk/return trade-offs on fixed income asset classes
* Consistency of carry strategies in Europe
* The Euro benchmark yield curve
* Quantitative approaches versus fundamental analysis for valuing corporate credit
* The implication of Merton models for corporate bond investors
* The valuation of credit default swaps
* Framework for secondary market collateralized debt obligation valuation

For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

Synopsis

Professional Perspectives on Fixed Income Portfolio Management, Volume 4 is a valuable practitioner-oriented text that addresses the current developments as well as key strategies and central theories in this field. Filled with insightful articles that focus on three important areas of fixed income portfolio management-fixed income analysis and strategies, credit risk and credit derivatives, and structured products-this volume contains hard-won practical knowledge and theory that will allow you to navigate today's market with poise and confidence.

Written by experienced fixed income professionals, this comprehensive volume offers in-depth analysis on a wide range of fixed income portfolio management issues, including:
* Risk/return trade-offs on fixed income asset classes
* Consistency of carry strategies in Europe
* The Euro benchmark yield curve
* Quantitative approaches versus fundamental analysis for valuing corporate credit
* The implication of Merton models for corporate bond investors
* The valuation of credit default swaps
* Framework for secondary market collateralized debt obligation valuation


For the financial professional who needs to understand the advanced characteristics of fixed income portfolio management, Professional Perspectives on Fixed Income Portfolio Management, Volume 4 offers the most current thinking from the most experienced professionals in this field. Increase your knowledge of this market and enhance your financial performance for years to come with Professional Perspectives on Fixed Income Portfolio Management, Volume 4.

About the Author, Fabozzi

FRANK J. FABOZZI, PhD, CFA, is editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and a consultant in the fixed-income and derivatives area. Frank is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.

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Book Details

Published
August 1, 2003
Publisher
Wiley, John & Sons, Incorporated
Pages
450
Format
Hardcover
ISBN
9780471268055

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