000			02408nam a2200313Ia 4500
001			1172
008			230305s2003 xx 000 0 und d
020			_a9780471268055
041			_aeng
245		0	_aProfessional perspectives on fixed income portfolio management
260			_a _bWiley, _c2003
300			_axiv + 450 p. ; 24 cm
490			_aFinance
500			_avolume 4
505			_aGENERAL FIXED INCOME PORTFOLIO MANAGEMENT. _rFixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin). -- _rManaging the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre). -- _rApproaches to Yield Spread Trading Using Government Bonds (M. Choudhry). -- _rCREDIT RISK. -- _rDefault Curves and the Dynamics of Credit Spreads (W. Phoa). -- _rCredit Derivatives: An Introduction for Portfolio Managers (M. Choudhry). -- _rCredit Default Swap Primer (M. Gonzalez and L. Gibson). -- _rMBS-ABS PORTFOLIO MANAGEMENT. -- _rReplicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.). -- _rTBA Versus Seasoned Passthroughs (L. Goodman and J. Ho). -- _rLoan Versus Pool Level Prepayment Models (P. Elmer, et al.). -- _rDelinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin). -- _rThe Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese). -- _rEMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT. -- _rA Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.). -- _rDefault and Recovery Rates in Emerging Markets (T. Beloreshki). -- _rCOLLATERALIZED DEBT OBLIGATIONS. -- _rSynthetic Multi-Sector CBOs (L. Gibson). -- _rThe Default Cycle and Implications for CDO Valuation (R. Hurst). -- _rConsiderations in Creating CDOs and Their Investment Implications (L. Goodman). -- _rIndex.--
590			_bIncludes bibliographical references and index. ;
650			_aFixed-income securities _96494
650			_aPortfolio management _94117
650			_a _912
650		0	_aFinance _93911
700			_aFabozzi, Frank J. _eAuthor
856			_uhttp://books.google.es/books?id=7eTI18TjHd0C&printsec=frontcover&dq=professional+perspectives+on+fixed+income+fabozzi&hl=es&sa=X&ei=oyM2UdSnIsevPPiKgZAG&redir_esc=y
902			_a529
905			_am
912			_a2003-01-01
942			_a1
953			_d2013-03-05 18:07:26
999			_c1180 _d1180