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Active Fixed Income and Credit Management

Active Fixed Income and Credit Management by Frank Hagenstein
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US$ 352.00
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Good bond portfolio management is not just focused on one question - maturity/duration - and not just based on qualitative analysis. Smart portfolio managers spend most of their time on spread trades and often hedge away market directional risk. Moreover decisions are increasingly quantitatively based.
Active Fixed Income and Credit Management covers key trades and tools for their analysis. The book also recognises the growing significance of derivative contracts and credit diversification to bond investors.
Palgrave Macmillan; April 2002
247 pages; ISBN 9780230510494
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Title: Active Fixed Income and Credit Management
Author: Frank Hagenstein; Tim Bangemann
 
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