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Professional perspectives on fixed income portfolio management

Contributor(s): Material type: TextTextLanguage: English Series: FinancePublication details: Wiley, 2003Description: xiv + 450 p. ; 24 cmISBN:
  • 9780471268055
Subject(s): Online resources:
Contents:
GENERAL FIXED INCOME PORTFOLIO MANAGEMENT. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin). -- Managing the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre). -- Approaches to Yield Spread Trading Using Government Bonds (M. Choudhry). -- CREDIT RISK. -- Default Curves and the Dynamics of Credit Spreads (W. Phoa). -- Credit Derivatives: An Introduction for Portfolio Managers (M. Choudhry). -- Credit Default Swap Primer (M. Gonzalez and L. Gibson). -- MBS-ABS PORTFOLIO MANAGEMENT. -- Replicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.). -- TBA Versus Seasoned Passthroughs (L. Goodman and J. Ho). -- Loan Versus Pool Level Prepayment Models (P. Elmer, et al.). -- Delinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin). -- The Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese). -- EMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT. -- A Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.). -- Default and Recovery Rates in Emerging Markets (T. Beloreshki). -- COLLATERALIZED DEBT OBLIGATIONS. -- Synthetic Multi-Sector CBOs (L. Gibson). -- The Default Cycle and Implications for CDO Valuation (R. Hurst). -- Considerations in Creating CDOs and Their Investment Implications (L. Goodman). -- Index.--
Holdings
Item type Current library Call number Status Date due Barcode
Book TBS Barcelona Libre acceso HG4650 FAB (Browse shelf(Opens below)) Available B01676

GENERAL FIXED INCOME PORTFOLIO MANAGEMENT. Fixed Income Portfolio Investing: The Art of Decision Making (C. Dialynas and E. Rachlin). -- Managing the Yield Curve with Principal Component Analysis (R. Axel and P. Vankudre). -- Approaches to Yield Spread Trading Using Government Bonds (M. Choudhry). -- CREDIT RISK. -- Default Curves and the Dynamics of Credit Spreads (W. Phoa). -- Credit Derivatives: An Introduction for Portfolio Managers (M. Choudhry). -- Credit Default Swap Primer (M. Gonzalez and L. Gibson). -- MBS-ABS PORTFOLIO MANAGEMENT. -- Replicating MBS Index Returns with TBAs and Large Pools (L. Dynkin, et al.). -- TBA Versus Seasoned Passthroughs (L. Goodman and J. Ho). -- Loan Versus Pool Level Prepayment Models (P. Elmer, et al.). -- Delinquency Metrics for Sub-Prime MBS Collateral and Their Implications for Investors (A. Bhattacharya and J. Griffin). -- The Value of Credit-Driven Analysis in the Mezzaine CMBS Market: A Case Study (R. Leese). -- EMERGING MARKET FIXED INCOME PORTFOLIO MANAGEMENT. -- A Disciplined Approach to Emerging Markets Debt Investing (M. Loucks, et al.). -- Default and Recovery Rates in Emerging Markets (T. Beloreshki). -- COLLATERALIZED DEBT OBLIGATIONS. -- Synthetic Multi-Sector CBOs (L. Gibson). -- The Default Cycle and Implications for CDO Valuation (R. Hurst). -- Considerations in Creating CDOs and Their Investment Implications (L. Goodman). -- Index.--

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