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- Author: Frank J Fabozzi
- Publisher: World Scientific Publishing Company
- ISBN-10: 9811272565
- ISBN-13: 9789811272561
- Format: 15.2 x 22.9 x 2.4 cm, kieti viršeliai
- Language: English
- SAVE -10% with code: EXTRA
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Description
Quantitative Global Bond Portfolio Management covers quantitative modelling approaches to global bond and currency portfolio management and their applications to portfolio and risk management. Drawing on practitioner and academic research publications, as well as the experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios. The techniques covered in this book represent a unified framework for quantitative global bond portfolio management. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented to actual global bond portfolios. In this respect, the autohrs provide a bridge from traditional investments represented by bonds and derivatives and alternative investments, the domain of currencies.
EXTRA 10 % discount with code: EXTRA
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- Author: Frank J Fabozzi
- Publisher: World Scientific Publishing Company
- ISBN-10: 9811272565
- ISBN-13: 9789811272561
- Format: 15.2 x 22.9 x 2.4 cm, kieti viršeliai
- Language: English English
Quantitative Global Bond Portfolio Management covers quantitative modelling approaches to global bond and currency portfolio management and their applications to portfolio and risk management. Drawing on practitioner and academic research publications, as well as the experience of the authors, the book provides a timely overview of cutting-edge tools applied to the management of global bond portfolios. The techniques covered in this book represent a unified framework for quantitative global bond portfolio management. In addition to providing a solid theoretical foundation for global bond portfolio management, the authors focus on the practical implementation of yield curve and currency-driven approaches that can be successfully implemented to actual global bond portfolios. In this respect, the autohrs provide a bridge from traditional investments represented by bonds and derivatives and alternative investments, the domain of currencies.
Reviews