免费下载书籍地址：PDF下载地址
精美图片
高级债券投资管理：建模与策略最佳实践 ADVANCED BOND PORTFOLIO MANAGEMENT书籍详细信息
- ISBN：9780471678908
- 作者：暂无作者
- 出版社：暂无出版社
- 出版时间：2006-12
- 页数：558
- 价格：715.60
- 纸张：胶版纸
- 装帧：精装
- 开本：暂无开本
- 语言：未知
- 丛书：暂无丛书
- TAG：暂无
- 豆瓣评分：暂无豆瓣评分
内容简介：
In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel
artellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that.
Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. 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
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.
作者简介:Frank J. Fabozzi, PhD, CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management and a Fellow of the International Center for Finance. Prior to joining the Yale faculty, Fabozzi was a visiting professor of finance in the Sloan School at MIT. He is the Editor of the Journal of Portfolio Management.
书籍目录：
Preface
About the Editors
About the Authors
PART ONE: BACKGROUND
Chapter 1 Overview of Fixed Income Portfolio Management
Chapter 2 Liquidity, Trading, and Trading Costs
Chapter 3 Portfolio Strategies for Outperforming a Benchmark
PART TWO: BANCHMARK SELECTION AND RISK BUDGETING
Chapter 4 The Active Decisions in the Selection of Passive Management and Performance Bogeys
Chapter 5 Liability-Based Benchmarks
Chapter 6 Risk Budgeting for Fixed Income Portfolios
PART THREE: FIXED INCOME MODELING
Chapter 7 Understanding the Building Blocks for OAS Models
Chapter 8 Fixed Income Risk Modeling
Chapter 9 Multifactor Risk models and Their Applications
Chapter 10 Measuring Plausibility of Hypothetical Interest Rate Shocks
Chapter 11 Hedging Interest Rate Risk with Term Structure Factor Models
Chapter 12 Scenario Simulation Model for Fixed Income Portfolio Risk Management
PART FIVE: CREDIT ANALYSIS AND CREDIT RISK MANAGEMENT
Chapter 13 Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis
Chapter 14 An Introduction to Credit Risk Models
Chapter 15 Credit Derivatives and Hedging Credit Risk
Chapter 16 Implications of Merton Models for Corporate Bond Investors
Chapter 17 Capturing the Credit Alpha
PART SIX: INTERNATIONAL BOND INVESTING
Chapter 18 Global Bond Investing for the 21st Century
Chapter 19 Managing a Multicurrency Bond Portfolio
Chapter 20 A Disciplined Approach to Emerging Markets Debt Investing
Index
作者介绍：
暂无相关内容，正在全力查找中
出版社信息：
暂无出版社相关信息，正在全力查找中！
书籍摘录：
暂无相关书籍摘录，正在全力查找中！
在线阅读/听书/购买/PDF下载地址：
在线阅读地址：高级债券投资管理：建模与策略最佳实践 ADVANCED BOND PORTFOLIO MANAGEMENT在线阅读
在线听书地址：高级债券投资管理：建模与策略最佳实践 ADVANCED BOND PORTFOLIO MANAGEMENT在线收听
在线购买地址：高级债券投资管理：建模与策略最佳实践 ADVANCED BOND PORTFOLIO MANAGEMENT在线购买
原文赏析：
暂无原文赏析，正在全力查找中！
其它内容：
书籍介绍
In order to effectively employ portfolio strategies that can control interest rate risk and/or enhance returns, you must understand the forces that drive bond markets, as well as the valuation and risk management practices of these complex securities. In Advanced Bond Portfolio Management, Frank Fabozzi, Lionel Martellini, and Philippe Priaulet have brought together more than thirty experienced bond market professionals to help you do just that. Divided into six comprehensive parts, Advanced Bond Portfolio Management will guide you through the state-of-the-art techniques used in the analysis of bonds and bond portfolio management. 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 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.
书籍真实打分
故事情节：8分
人物塑造：9分
主题深度：7分
文字风格：9分
语言运用：5分
文笔流畅：9分
思想传递：5分
知识深度：4分
知识广度：7分
实用性：7分
章节划分：6分
结构布局：4分
新颖与独特：6分
情感共鸣：8分
引人入胜：9分
现实相关：4分
沉浸感：6分
事实准确性：6分
文化贡献：3分
网站评分
书籍多样性：7分
书籍信息完全性：8分
网站更新速度：5分
使用便利性：6分
书籍清晰度：3分
书籍格式兼容性：4分
是否包含广告：9分
加载速度：7分
安全性：6分
稳定性：8分
搜索功能：7分
下载便捷性：3分
下载点评
- 三星好评(491+)
- 下载快(298+)
- azw3(245+)
- 体验好(477+)
- 值得下载(162+)
- 书籍多(234+)
- 愉快的找书体验(295+)
- 无广告(498+)
- 情节曲折(316+)
- 好评(360+)
- epub(650+)
- 赞(263+)
- 体验满分(116+)
下载评价
网友 冉***兮：如果满分一百分，我愿意给你99分，剩下一分怕你骄傲
网友 孙***夏：中评，比上不足比下有余
网友 薛***玉：就是我想要的！！！
网友 宫***凡：一般般，只能说收费的比免费的强不少。
网友 常***翠：哈哈哈哈哈哈
网友 濮***彤：好棒啊！图书很全
网友 方***旋：真的很好，里面很多小说都能搜到，但就是收费的太多了
网友 居***南：请问，能在线转换格式吗？
网友 瞿***香：非常好就是加载有点儿慢。
网友 沈***松：挺好的，不错
网友 车***波：很好，下载出来的内容没有乱码。