| Record ID | marc_columbia/Columbia-extract-20221130-012.mrc:18262166:3329 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-012.mrc:18262166:3329?format=raw |
LEADER: 03329cam a2200337 a 4500
001 5522541
005 20221121180917.0
008 050630s2005 njua 001 0 eng
015 $aGBA582073$2bnb
016 7 $a013301499$2Uk
020 $a0471678902 (hbk.)
035 $a(OCoLC)63286727
035 $a(OCoLC)ocm63286727
035 $a(NNC)5522541
035 $a5522541
040 $aUKM$cUKM$dBAKER$dTXH$dPMC$dNNC$dOrLoB-B
082 04 $a332.6323$222
090 $aHG4651$b.F278 2006
100 1 $aFabozzi, Frank J.$0http://id.loc.gov/authorities/names/n79107968
245 10 $aAdvanced bond portfolio management :$bbest practices in modeling and strategies /$cFrank J. Fabozzi, Lionel Martellini and Philippe Priaulet.
260 $aHoboken, N.J. :$bWiley ;$aChichester :$bJohn Wiley [distributor],$c2005.
300 $axviii, 558 pages :$billustrations ;$c24 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes index.
505 00 $gCh. 1.$tOverview of fixed income portfolio management /$rFrank J. Jones -- $gCh. 2.$tLiquidity, trading, and trading costs /$rLeland E. Crabbs and Frank J. Fabozzi -- $gCh. 3.$tPortfolio strategies for outperforming a benchmark /$rBulent Baygun and Robert Tzucker -- $gCh. 4.$tThe active decisions in the selection of passive management and performance bogeys /$rChris P. Dialynas and Alfred Murata -- $gCh. 5.$tLiability-based benchmarks /$rLev Dynkin, Jay Ilyman and Bruce D. Phelps -- $gCh. 6.$tRisk budgeting for fixed income portfolios /$rFrederick E. Dopfel -- $gCh. 7.$tUnderstanding the building blocks for OAS models /$rPhilip O. Obazee -- $gCh. 8.$tFixed income risk modeling /$rLudovic Breger and Oren Cheyette -- $gCh. 9.$tMultifactor risk models and their applications /$rLev Dynkin and Jay Hyman -- $gCh. 10.$tMeasuring plausibility of hypothetical interest rate shocks /$rBennett W. Golub and Loo M. Tilman -- $gCh. 11.$tHedging interest rate risk with term structure factor models /$rLionel Martellini, Philippe Priaulet, Frank J. Fabozzi and Michael Luo -- $gCh. 12.$tScenario simulation model for fixed income portfolio risk management /$rFarshid Jamshidian and Yu Zhu -- $gCh. 13.$tValuing corporate credit : quantitative approaches versus fundamental analysis /$rSivan Mahadevan, Young-Sup Lee, Viktor Hjort, David Schwartz and Stephen Dulake -- $gCh. 14.$tAn introduction to credit risk models /$rDonald R. van Deventer -- $gCh. 15.$tCredit derivatives and hedging credit risk /$rDonald R. van Deventer -- $gCh. 16.$tImplications of Merton models for corporate bond investors /$rWesley Phoa -- $gCh. 17.$tCapturing the credit alpha /$rDavid Soronow -- $gCh. 18.$tGlobal bond investing for the 21st century /$rLee R. Thomas -- $gCh. 19.$tManaging a multicurrency bond portfolio /$rSrichander Ramaswamy and Robert Scott -- $gCh. 20.$tA disciplined approach to emerging markets debt investing /$rMaria Medalkov Loucks, John A. Penicook, Jr. and Uwe Schillhorn.
650 0 $aBonds.$0http://id.loc.gov/authorities/subjects/sh85015509
650 0 $aPortfolio management.$0http://id.loc.gov/authorities/subjects/sh85105080
700 1 $aMartellini, Lionel.$0http://id.loc.gov/authorities/names/n00089335
700 1 $aPriaulet, Philippe.$0http://id.loc.gov/authorities/names/n00089336
852 00 $boff,bus$hHG4651$i.F278 2006g