Professional Perspectives on Fixed Income Portfolio Management, Volume 2
Frank J. Fabozzi Series (Band Nr. 2)
1. Auflage März 2001
294 Seiten, Hardcover
Wiley & Sons Ltd
ISBN:
978-1-883249-85-4
John Wiley & Sons
Frank Fabozzi leads an international team of fixed income experts in analyzing subjects varying from active portfolio management against an index to credit analysis and debt covenants in emerging markets. This second volume is a captivating and systematic investment tool that presents practical techniques developed by today's best and brightest fixed-income practitioners.
Contributing Authors.
Global Bond Investing in the 21st Century: Philosophy and Process
(L. Thomas).
The Active Decisions in the Selection of Passive Management and
Performance Bogeys (C. Dialynas).
Active Portfolio Management Against an Index (R. Gordon and L.
Gibson).
ABS Portfolio Management (K. Weaver, et al).
Multi-Factor Risk Models and Their Applications (L. Dynkin, et
al.).
Term Structure Factor Models (R. Kuberek).
Hedging Mortgage Products with Swaps and Agencies (L. Goodman and
J. Ho).
Analysis of and Strategies with Callable Securities (D.
Johnston).
Valuation of Floating-Rate Bonds (M. Dorigan, et al.).
Volatility in the Fixed-Income Market (R. Gordon and L.
Gibson).
The Impact of Historical and Implied Volatilities on Valuing MBS
(S. Szilagyi).
Mortgage Spread Dynamics (A. Levin).
Portfolio Yields and Durations (J. Carmel, et al.).
Challenges in the Credit Analysis of Emerging Market Corporate
Bonds (C. Taylor).
Debt Covenants: Applications in Emerging Markets (A. Vine and D.
Sohnen).
Global Bond Investing in the 21st Century: Philosophy and Process
(L. Thomas).
The Active Decisions in the Selection of Passive Management and
Performance Bogeys (C. Dialynas).
Active Portfolio Management Against an Index (R. Gordon and L.
Gibson).
ABS Portfolio Management (K. Weaver, et al).
Multi-Factor Risk Models and Their Applications (L. Dynkin, et
al.).
Term Structure Factor Models (R. Kuberek).
Hedging Mortgage Products with Swaps and Agencies (L. Goodman and
J. Ho).
Analysis of and Strategies with Callable Securities (D.
Johnston).
Valuation of Floating-Rate Bonds (M. Dorigan, et al.).
Volatility in the Fixed-Income Market (R. Gordon and L.
Gibson).
The Impact of Historical and Implied Volatilities on Valuing MBS
(S. Szilagyi).
Mortgage Spread Dynamics (A. Levin).
Portfolio Yields and Durations (J. Carmel, et al.).
Challenges in the Credit Analysis of Emerging Market Corporate
Bonds (C. Taylor).
Debt Covenants: Applications in Emerging Markets (A. Vine and D.
Sohnen).
"Frank Fabozzi's series is the gold standard for investment
reference books. Always topical and often influential this is the
first place I send students or practitioners when they want to get
up to speed on a new area." (Stephen A. Ross, Franco Modigliani
Professor of Finance and Economics, Sloan School, MIT)
"The Fabozzi series provides the ultimate educational
encyclopedia for the global debt capital markets. Each day,
billions of dollars of debt securities trade around the world
according to the principles clearly and comprehensively explained
in this unrivaled series dedicated to the advancement of our
knowledge-based profession." (Jack Malvey, Managing Director, Chief
Global Fixed-Income Strategist, Lehman Brothers)
"When in doubt, you can always look it up in a book by Frank
Fabozzi. Fabozzi, who's not called the Prolific Professor for
nothing, has written or edited dozens of textbooks on
investing--all rock-solid, for advanced investors only." (Jason
Zwieg, Money.com)
reference books. Always topical and often influential this is the
first place I send students or practitioners when they want to get
up to speed on a new area." (Stephen A. Ross, Franco Modigliani
Professor of Finance and Economics, Sloan School, MIT)
"The Fabozzi series provides the ultimate educational
encyclopedia for the global debt capital markets. Each day,
billions of dollars of debt securities trade around the world
according to the principles clearly and comprehensively explained
in this unrivaled series dedicated to the advancement of our
knowledge-based profession." (Jack Malvey, Managing Director, Chief
Global Fixed-Income Strategist, Lehman Brothers)
"When in doubt, you can always look it up in a book by Frank
Fabozzi. Fabozzi, who's not called the Prolific Professor for
nothing, has written or edited dozens of textbooks on
investing--all rock-solid, for advanced investors only." (Jason
Zwieg, Money.com)
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
