Bond portfolio management / Frank J. Fabozzi.
Material type:
TextLanguage: English Publication details: New Hope : Frank Fabozzi Associates, 1996.Description: ix, 523 páginas : tablas, gráficas ; 24 cmContent type: - Texto
- Sin mediación
- Volumen
- 1883249082
- 332.6 F11b 21
- O16
| Item type | Home library | Call number | Status | Notes | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
| LIBRO FISICO | Biblioteca Principal | 332.6 F11b (Browse shelf(Opens below)) | Available | Mantener en colección. | 29004018990852 |
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| No cover image available | No cover image available | No cover image available | ||||||
| 332.6 E57i Investment / | 332.6 E57i Investment / | 332.6 E57m Modern portfolio theory and investment analysis / | 332.6 F11b Bond portfolio management / | 332.6 F47s Security analysis and portfolio management / | 332.6 F71f Financial markets and monetary policy / | 332.6 G56 Global portfolio diversifications : |
Incluye índice.
1. Introduction -- 2. Investment objectives of institutional investors -- Section I. The instruments: 3. Bonds ; 4. Mortgage-backed securities and asset-backed securities ; 5. Interest rate derivative instruments -- Section II. 6. General principles of bond valuation ; 7. Valuation methodologies ; 8. Valuation of derivate instruments -- Section III. Portfolio strategies: 9. Tax considerations ; 10. Total return framework ; 11. Measuring interest rate risk ; 12. Historical returns and bond indexes ; 13. Active strategies ; 14. Structured portfolio strategies ; 15. Strategies with futures and Swaps ; 16. Strategies with options, caps, and floors ; 17. Investing in Non-U.S. bonds ; 18. Measuring and evaluating performance.
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