Advanced Fixed Income Portfolio Management
Download or Read eBook Advanced Fixed Income Portfolio Management PDF written by Frank J. Fabozzi and published by Probus Professional Pub. This book was released on 1994 with total page 360 pages. Available in PDF, EPUB and Kindle.
| Author | : Frank J. Fabozzi |
| Publisher | : Probus Professional Pub |
| Total Pages | : 360 |
| Release | : 1994 |
| ISBN-10 | : 1557385688 |
| ISBN-13 | : 9781557385680 |
| Rating | : 4/5 (88 Downloads) |
Book Synopsis Advanced Fixed Income Portfolio Management by : Frank J. Fabozzi
Book excerpt: In Advanced Fixed Income Portfolio Management, Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections--Sources and Measurement of Risk, Valuation and Portfolio Management Strategies--the book provides answers for portfolio managers seeking to meet the challenge of active management and asset allocation modeling.
