Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies

by Lionel Martellini, Frank J. Fabozzi, Philippe Priaulet

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 0471678902
• ISBN13: 9780471678908
• Release Date: December 2005
• Publisher: Wiley
• Length: 576 Pages
• Weight: 1.90 lbs.
• Dimensions: 1.7" x 6.1" x 9.3"