Quantitative management of bond portfolios
by Dynkin, Lev
fromAdvances in financial engineering
by Dynkin, Lev
fromAdvances in financial engineering
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. …
by Dynkin, Lev
fromAdvances in financial engineering
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. …
This book provides an objective look into the dynamic world of debt markets, products, valuation, and analysis. It also provides an in-depth understanding about this subject from experts in the field, both practitioners and academics. The coverage extends from discussing basic c…
Stop Buying Mutual Funds is the book that Bay Street still doesn't want you to read!. For years, millions of Canadians have injected billions of dollars into mutual funds in the quest for better returns on their investments. But few investors realize that most Canadian equity mu…
Fabozzi's Bond Markets, Analysis and Strategies offers students practical advice for analyzing bonds and proven portfolio strategies for achieving client objectives. Using an applied approach, Bond Markets helps students quickly grasp and apply key concepts without getting bogge…