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. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based o...
Series: Advances in Financial Engineering (Book 1)
Hardcover: 1000 pages
Publisher: Princeton University Press (October 29, 2006)
Product Dimensions: 6.5 x 2.5 x 9.2 inches
Amazon Rank: 1072043
Format: PDF ePub djvu ebook
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reviews: If you own a single fixed-income book, this should be it.There are a great many treaties covering fixed-income analytics, but this book is careful to back up its quantitative models with numerous arguments about why such models are appropriate and wi...
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