{"product_id":"advanced-bond-portfolio-management-9780471678908","title":"Advanced Bond Portfolio Management","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eIndexing, Structured, and Active Bond Portfolio Management is a new and comprehensive fixed income book focused on the implementation of fixed income strategy.   Key analytical concepts are tied to implementation through the use of data services such as Bloomberg.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTrade Review\u003c\/b\u003e\u003cbr\u003e\"Effective in presenting the mechanics of bond portfolio management for those who understand basic bond math. . . worth the price.\"--Financial Analysts Journal\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003eAbout the Editors xv\u003c\/p\u003e \u003cp\u003eContributing Authors xvii\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART ONE Background 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 1 Overview of Fixed Income Portfolio Management 3\u003cbr\u003e\u003ci\u003eFrank J. Jones\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 2 Liquidity, Trading, and Trading Costs 21\u003cbr\u003e\u003ci\u003eLeland E. Crabbe and Frank J. Fabozzi\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 3 Portfolio Strategies for Outperforming a Benchmark 43\u003cbr\u003e\u003ci\u003eBülent Baygün and Robert Tzucker\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART TWO Benchmark Selection and Risk Budgeting 63\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 4 The Active Decisions in the Selection of Passive Management and Performance Bogeys 65\u003cbr\u003e\u003ci\u003eChris P. Dialynas and Alfred Murata\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 5 Liability-Based Benchmarks 97\u003cbr\u003e\u003ci\u003eLev Dynkin, Jay Hyman, and Bruce D. Phelps\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 6 Risk Budgeting for Fixed Income Portfolios 111\u003cbr\u003e\u003ci\u003eFrederick E. Dopfel\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART THREE Fixed Income Modeling\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 7 Understanding the Building Blocks for OAS Models 131\u003cbr\u003e\u003ci\u003ePhilip O. Obazee\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 8 Fixed Income Risk Modeling 163\u003cbr\u003e\u003ci\u003eLudovic Breger and Oren Cheyette\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 9 Multifactor Risk Models and Their Applications 195\u003cbr\u003e\u003ci\u003eLev Dynkin and Jay Hyman\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FOUR Interest Rate Risk Management 247\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 10 Measuring Plausibility of Hypothetical Interest Rate Shocks 249\u003cbr\u003e\u003ci\u003eBennett W. Golub and Leo M. Tilman\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 11 Hedging Interest Rate Risk with Term Structure Factor Models 267\u003cbr\u003e\u003ci\u003eLionel Martellini, Philippe Priaulet, Frank J. Fabozzi, and Michael Luo\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 12 Scenario Simulation Model for Fixed Income Portfolio Risk Management 291\u003cbr\u003e\u003ci\u003eFarshid Jamshidian and Yu Zhu\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART FIVE Credit Analysis and Credit Risk Management 311\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 13 Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis 313\u003cbr\u003e\u003ci\u003eSivan Mahadevan, Young-Sup Lee, Viktor Hjort, David Schwartz, and Stephen Dulake\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 14 An Introduction to Credit Risk Models 355\u003cbr\u003e\u003ci\u003eDonald R. van Deventer\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 15 Credit Derivatives and Hedging Credit Risk 373\u003cbr\u003e\u003ci\u003eDonald R. van Deventer\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 16 Implications of Merton Models for Corporate Bond Investors 389\u003cbr\u003e\u003ci\u003eWesley Phoa\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 17 Capturing the Credit Alpha 407\u003cbr\u003e\u003ci\u003eDavid Soronow\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePART SIX International Bond Investing 419\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 18 Global Bond Investing for the 21st Century 421\u003cbr\u003e\u003ci\u003eLee R. Thomas\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 19 Managing a Multicurrency Bond Portfolio 445\u003cbr\u003e\u003ci\u003eSrichander Ramaswamy and Robert Scott\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eCHAPTER 20 A Disciplined Approach to Emerging Markets Debt Investing 479\u003cbr\u003e\u003ci\u003eMaria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eINDEX 533\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402651902295,"sku":"9780471678908","price":60.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471678908.jpg?v=1730481126","url":"https:\/\/bookcurl.com\/products\/advanced-bond-portfolio-management-9780471678908","provider":"Book Curl","version":"1.0","type":"link"}