Publications

Advanced Bond Portfolio Management

Type
Link
Cost
Paid
Published
2005
Updated
2009
Full Name
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies

In order to effectively employ portfolio strategies that can control interest rate risk and enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. Advanced Bond Portfolio Management helps you do just that. Divided into six comprehensive parts, this book will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. Filled with in-depth insight and expert advice, Advanced Bond Portfolio Management is a valuable resource for anyone involved or interested in this important industry.

Topics covered include:

  • General background information on fixed-income markets and bond portfolio strategies
  • The design of a strategy benchmark
  • Various aspects of fixed-income modeling that will provide key ingredients in the implementation of an efficient portfolio and risk management process
  • Interest rate risk and credit risk management
  • Risk factors involved in the management of an international bond portfolio