Quantitative Management of Bond Portfolios (Advances in Financial Engineering)

by Lev Dynkin (Author), Anthony Gould (Author), Bruce Phelps (Author), VadimKonstantinovsky (Author), JayHyman (Author)

• New

  Hardcover
  2006

  $174.98

  Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies based on investor inquiries.