Pubbl/distr/stampa	Cheltenham [etc.], : Elgar reference collection, ©2000
Descrizione fisica	XXII, 560 p. ; 26 cm.
Disciplina	332.6323
Soggetto topico	Obbligazioni Titoli di rendita a reddito fisso
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNISANNIO-TO00903518

Pubbl/distr/stampa	Torino, : UTET, 1992
Descrizione fisica	XIX, 550-1073 p. ; 25 cm.
Disciplina	332.6323
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	ita
Record Nr.	UNISANNIO-RAV0212732

Pubbl/distr/stampa	Hoboken, N.J., : Wiley, c2006
Descrizione fisica	1 online resource (578 p.)
Disciplina	332.63/23 332.6323
Altri autori (Persone)	FabozziFrank J MartelliniLionel PriauletPhilippe
Collana	Frank J. Fabozzi series
Soggetto topico	Bonds Portfolio management
Soggetto genere / forma	Electronic books.
ISBN	1-119-20115-2 1-280-28714-4 9786610287147 0-471-78576-8
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies; Contents; Preface; About the Editors; Contributing Authors; Part One: Background; Chapter 1: Overview of Fixed Income Portfolio Management; FIXED INCOME INVESTMENT STRATEGIES; EX POST PORTFOLIO EVALUATION ANALYSIS; CONCLUSION; APPENDIX; Chapter 2: Liquidity, Trading, and Trading Costs; LIQUIDITY AND TRADING COSTS; CORPORATE BOND SWAPS; CONCLUSION; Chapter 3: Portfolio Strategies for Outperforming a Benchmark; SELECTING THE BENCHMARK INDEX; CREATING A CUSTOM INDEX; BEATING THE BENCHMARK INDEX; CONCLUSION Part Two: Benchmark Selection and Risk BudgetingChapter 4: The Active Decisions in the Selection of Passive Management and Performance Bogeys; ACTIVE BOND MANAGEMENT; PERFORMANCE CHARACTERISTICS OF CALLABLE AND NONCALLABLE BONDS; FIXED INCOME INDICES; COMPARISON OF COMPOSITION AND PERFORMANCE OF THE LBGC AND LBAG OVER TIME; FIXED INCOME INDEX SELECTION; THE EXLUSION OF TREASURY INFLATION PROTECTED SECURITIES; THE IMPORTANCE OF CHANGES IN THE SHAPE OF YIELD CURVE; INDEX CONSCIOUSNESS; SOME IMPORTANT MISCELLANEOUS COMMENTS ABOUT INDEXES; CONCLUSION; Chapter 5: Liability-Based Benchmarks USEFULNESS OF LIABILITY-BASED BENCHMARKSTYPES OF LIABILITY-BASED BENCHMARKS; BUILDING A LIABILITY-BASED PORTFOLIO BENCHMARK; EXAMPLE: CREATING COMPOSITE AND PORTFOLIO BENCHMARKS; CONCLUSION; Chapter 6: Risk Budgeting for Fixed Income Portfolios; BENCHMARKS AND RISK; SOURCES OF RISK; NORMAL PORTFOLIOS AND STYLE ANALYSIS; OPTIMAL RISK BUDGETING; SUMMARY; Part Three: Fixed Income Modeling; Chapter 7: Understanding the Building Blocks for OAS Models; IS IT EQUILIBRIUM OR AN ARBITRAGE MODEL?; WHICH IS THE RIGHT MODEL OF THE INTEREST RATE PROCESS? TERM STRUCTURE MODELS: WHICH IS THE RIGHT APPROACH FOR OAS?IS THERE A RIGHT WAY TO MODEL PREPAYMENTS?; CONCLUSION; APPENDIX: VARIANCE-REDUCTION TECHNIQUES; Chapter 8: Fixed Income Risk Modeling; MODELING FRAMEWORK; INTEREST RATE RISK; SPREAD RISK- THE CONVENTIONAL APPROACH; DETAILED CREDIT SPREAD FACTORS; EMPIRICAL CREDIT RISK; IMPLIED PREPAYMENT RISK; IMPLIED VOLATILITY RISK; SPECIFIC RISK; CURRENCY RISK; GLOBAL MODEL INTEGRATION; THE MODEL IN ACTION; SUMMARY; Chapter 9: Multifactor Risk Models and Their Applications*; QUANTIFYING RISK; PORTFOLIO MANAGEMENT WITH THE RISK MODEL WHY A MULTIFACTOR MODEL?THE RISK REPORT; RISK MODEL APPLICATIONS; SUMMARY; Part Four: Interest Rate Risk Management; Chapter 10: Measuring Plausibility of Hypothetical Interest Rate Shocks; PROBABILISTIC DISTRIBUTION OF HYPOTHETICAL INTEREST RATE SHOCKS; SHAPE PLAUSIBILITY; FIRST PRINCIPAL COMPONENT AND THE TERM STRUCTURE OF VOLATILITY; CONCLUSION; Chapter 11: Hedging Interest Rate Risk with Term Structure Factor Models; DEFINING INTEREST RATE RISK( S); HEDGING WITH DURATION; RELAXING THE ASSUMPTION OF A SMALL SHIFT; RELAXING THE ASSUMPTION OF A PARALLEL SHIFT COMPARATIVE ANALYSIS OF VARIOUS HEDGING TECHNIQUES
Record Nr.	UNINA-9910143580403321

Pubbl/distr/stampa	Metro Manila, Philippines : , : Asian Development Bank, , 2016
Descrizione fisica	1 online resource (195 pages) : illustrations (some color)
Disciplina	332.6323
Soggetto topico	Bond market - United States
ISBN	92-9257-502-3
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910163072203321

Autore	Choudhry Moorad
Edizione	[1st edition]
Pubbl/distr/stampa	Boston, : Butterworth-Heinemann, 2001
Descrizione fisica	1 online resource (1151 p.)
Disciplina	332.63/23 21 332.6323
Collana	Securities Institution Professional Reference Series
Soggetto topico	Bonds Money market
Soggetto genere / forma	Electronic books.
ISBN	1-281-05135-7 9786611051358 0-08-047618-X
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910480794003321