Coverart for item
The Resource Active Fixed Income and Credit Management, by Frank Hagenstein, Tim Bangemann

Active Fixed Income and Credit Management, by Frank Hagenstein, Tim Bangemann

Label
Active Fixed Income and Credit Management
Title
Active Fixed Income and Credit Management
Statement of responsibility
by Frank Hagenstein, Tim Bangemann
Creator
Contributor
Author
Subject
Genre
Language
eng
Summary
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
Member of
Cataloging source
LEAUB
http://library.link/vocab/creatorName
Hagenstein, Frank
Dewey number
332.6
Illustrations
illustrations
Index
no index present
LC call number
HG4529.5
LC item number
.H34 2002eb
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Bangemann, Tim
Series statement
Finance and Capital Markets Series
http://library.link/vocab/subjectName
  • Finance
  • Business enterprises
  • Information technology
  • Business
  • Investment banking
  • Securities
  • Risk management
  • Capital market
  • Business
  • Business enterprises
  • Capital market
  • Finance
  • Information technology
  • Investment banking
  • Risk management
  • Securities
Label
Active Fixed Income and Credit Management, by Frank Hagenstein, Tim Bangemann
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
ACTIVE DIVERSIFICATION OF FIXED-INCOME PORTFOLIOS -- The Investment Process and Benchmark Selection -- Tactical Allocation and its Building Blocks -- Top-down Approach for a Euroland Portfolio -- DURATION MANAGEMENT -- Factors Influencing Duration Management -- Decision-Making Methods for Duration -- YIELD CURVE MANAGEMENT -- Market Directionality of Yield Curves -- Barbell Analysis -- Strips -- Rolldown Analysis -- Box Trade Analysis -- BASIS MANAGEMENT -- Cheapest-to-Deliver Analysis -- Delivery Option -- Calendar Spreads -- Portfolio Replication -- VOLATILITY MANAGEMENT -- Volatility and Yields -- Yield Volatility -- Option Risk Parameters -- Efficient Gamma Trading -- Options Markets and Economic Data Releases -- CREDIT MANAGEMENT -- Introduction -- Characteristics of Corporate Bonds -- The Top-Down Approach -- Merton's Approach to Evaluating a Corporate Bond -- Market Drivers of Credit Spreads -- Efficient Frontiers and the Sharpe Ratio -- Industry Selection -- The Bottom-Up Approach -- Indentures of Corporate Bonds -- Corporate Bonds and Defaults
Control code
on1086547438
Dimensions
unknown
Extent
1 online resource (XVI, 230 pages 241 illustrations)
File format
multiple file formats
Form of item
online
Isbn
9781280454691
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/9780230510494
Other physical details
online resource
http://library.link/vocab/ext/overdrive/overdriveId
277641
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086547438
Label
Active Fixed Income and Credit Management, by Frank Hagenstein, Tim Bangemann
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
ACTIVE DIVERSIFICATION OF FIXED-INCOME PORTFOLIOS -- The Investment Process and Benchmark Selection -- Tactical Allocation and its Building Blocks -- Top-down Approach for a Euroland Portfolio -- DURATION MANAGEMENT -- Factors Influencing Duration Management -- Decision-Making Methods for Duration -- YIELD CURVE MANAGEMENT -- Market Directionality of Yield Curves -- Barbell Analysis -- Strips -- Rolldown Analysis -- Box Trade Analysis -- BASIS MANAGEMENT -- Cheapest-to-Deliver Analysis -- Delivery Option -- Calendar Spreads -- Portfolio Replication -- VOLATILITY MANAGEMENT -- Volatility and Yields -- Yield Volatility -- Option Risk Parameters -- Efficient Gamma Trading -- Options Markets and Economic Data Releases -- CREDIT MANAGEMENT -- Introduction -- Characteristics of Corporate Bonds -- The Top-Down Approach -- Merton's Approach to Evaluating a Corporate Bond -- Market Drivers of Credit Spreads -- Efficient Frontiers and the Sharpe Ratio -- Industry Selection -- The Bottom-Up Approach -- Indentures of Corporate Bonds -- Corporate Bonds and Defaults
Control code
on1086547438
Dimensions
unknown
Extent
1 online resource (XVI, 230 pages 241 illustrations)
File format
multiple file formats
Form of item
online
Isbn
9781280454691
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1057/9780230510494
Other physical details
online resource
http://library.link/vocab/ext/overdrive/overdriveId
277641
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1086547438

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