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Interest Rate Models, Asset Allocation and Quantitative Techniques for Central Banks and Sovereign Wealth Funds
Berkelaar, Arjan B. (ed.); Coche, Joachim (ed.);  … - 2010
This edited volume contains essential readings for financial analysts and market practitioners working at Central Banks and Sovereign Wealth Funds. It presents the reader with state-of-the-art methods that are directly implementable, and industry 'best-practices' as followed by leading...
Persistent link: https://www.econbiz.de/10012053839
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Active Fixed Income and Credit Management
Hagenstein, Frank; Bangemann, Tim - 2002
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...
Persistent link: https://www.econbiz.de/10012054060
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Bond Portfolio Optimization
Puhle, Michael (contributor) - 2008
The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …-period and continuous-time bond portfolio optimization problems are considered. …The book analyzes how modern portfolio theory and dynamic term structure models can be applied to government bond …
Persistent link: https://www.econbiz.de/10013520895
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Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing
Barone-Adesi, Giovanni (ed.); Carcano, Nicola (ed.) - 2016
bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data …
Persistent link: https://www.econbiz.de/10012615674
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New Methods in Fixed Income Modeling : Fixed Income Modeling
Mili, Mehdi (ed.); Samaniego Medina, Reyes (ed.);  … - 2018
This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in...
Persistent link: https://www.econbiz.de/10012396848
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Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
Bolder, David Jamieson - 2015
What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional...
Persistent link: https://www.econbiz.de/10012402013
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Mastering Stocks and Bonds : Understanding How Asset Cross-Over Strategies will Improve Your Portfolio’s Performance
Emons, Ben - 2015
Despite popular belief, bond and stock investors are not opposites. Stock investors can apply bond strategies to … safeguard returns. And bond investors can do better using a stock selection strategy designed to improve the portfolio's income … distribution. This book will teach you to look at stocks through the lens of a bond buyer, and vice versa …
Persistent link: https://www.econbiz.de/10014018467
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Bondrenditen und Mindestkapitalanforderungen für Banken
Suhr, Sebastian - 2010
amerikanischen Bond-Marktes -- Zusammenfassung und Ausblick. …
Persistent link: https://www.econbiz.de/10014424858
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Risikoadjustierte Performanceanalyse von Anleiheportfolios
Daum, Jens - 2010
die zur Verfügung stehenden Instrumente der Performanceanalyse von Anleihe- und Aktienportfolios. Diese verknüpft er mit …
Persistent link: https://www.econbiz.de/10014425149
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Fixed Income Analytics : Bonds in High and Low Interest Rate Environments
Marty, Wolfgang - 2017
This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated …. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution … scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk …
Persistent link: https://www.econbiz.de/10012397527