Professional perspectives on fixed income portfolio management
Professional perspectives on fixed income portfolio management
- Wiley, 2003
- xiv + 450 p. ; 24 cm
- Finance .
volume 4
GENERAL FIXED INCOME PORTFOLIO MANAGEMENT. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin). -- Managing the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre). -- Approaches to Yield Spread Trading Using Government Bonds (M. Choudhry). -- CREDIT RISK. -- Default Curves and the Dynamics of Credit Spreads (W. Phoa). -- Credit Derivatives: An Introduction for Portfolio Managers (M. Choudhry). -- Credit Default Swap Primer (M. Gonzalez and L. Gibson). -- MBS-ABS PORTFOLIO MANAGEMENT. -- Replicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.). -- TBA Versus Seasoned Passthroughs (L. Goodman and J. Ho). -- Loan Versus Pool Level Prepayment Models (P. Elmer, et al.). -- Delinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin). -- The Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese). -- EMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT. -- A Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.). -- Default and Recovery Rates in Emerging Markets (T. Beloreshki). -- COLLATERALIZED DEBT OBLIGATIONS. -- Synthetic Multi-Sector CBOs (L. Gibson). -- The Default Cycle and Implications for CDO Valuation (R. Hurst). -- Considerations in Creating CDOs and Their Investment Implications (L. Goodman). -- Index.--
9780471268055
Fixed-income securities
Portfolio management
Finance
volume 4
GENERAL FIXED INCOME PORTFOLIO MANAGEMENT. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin). -- Managing the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre). -- Approaches to Yield Spread Trading Using Government Bonds (M. Choudhry). -- CREDIT RISK. -- Default Curves and the Dynamics of Credit Spreads (W. Phoa). -- Credit Derivatives: An Introduction for Portfolio Managers (M. Choudhry). -- Credit Default Swap Primer (M. Gonzalez and L. Gibson). -- MBS-ABS PORTFOLIO MANAGEMENT. -- Replicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.). -- TBA Versus Seasoned Passthroughs (L. Goodman and J. Ho). -- Loan Versus Pool Level Prepayment Models (P. Elmer, et al.). -- Delinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin). -- The Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese). -- EMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT. -- A Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.). -- Default and Recovery Rates in Emerging Markets (T. Beloreshki). -- COLLATERALIZED DEBT OBLIGATIONS. -- Synthetic Multi-Sector CBOs (L. Gibson). -- The Default Cycle and Implications for CDO Valuation (R. Hurst). -- Considerations in Creating CDOs and Their Investment Implications (L. Goodman). -- Index.--
9780471268055
Fixed-income securities
Portfolio management
Finance
