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Bond Portfolio Management, 2nd Edition
 
 
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Bond Portfolio Management, 2nd Edition (Hardcover)

by Frank J. Fabozzi (Author) "In this chapter and the one to follow, we will review the wide range of bonds and debt structures..." (more)
Key Phrases: current dollar duration, target dollar duration, binomial interest rate tree, Monte Carlo, Fabozzi Associates, Lehman Brothers (more...)
4.0 out of 5 stars  (1 customer review)

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Editorial Reviews
Product Description
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

From the Back Cover
In Bond Portfolio Management, Frank Fabozzi, the leading expert in fixed income securities, explains the latest strategies for maximizing bond portfolio returns. Through in-depth discussions on different types of bonds, valuation principles, and a wide range of strategies, Bond Portfolio Management will prepare you for virtually any bond related event-whether your working on a pension fund or at an insurance company. Key topics include investment objectives of institutional investors, general principles of bond valuation, measuring interest rate risk, and evaluating performance. Bond Portfolio Management is an excellent resource for anyone looking to master one of the world's largest markets, and is a perfect companion to Fabozzi's successful guide-The Handbook of Fixed-Income Securities.

See all Editorial Reviews

Product Details
  • Hardcover: 728 pages
  • Publisher: Wiley; 2 edition (December 2001)
  • Language: English
  • ISBN-10: 1883249368
  • ISBN-13: 978-1883249366
  • Product Dimensions: 9.3 x 6.4 x 1.7 inches
  • Shipping Weight: 9.8 ounces (View shipping rates and policies)
  • Average Customer Review: 4.0 out of 5 stars