In "Advanced Fixed Income Portfolio Management", Frank J. Fabozzi and Gifford Fong thoroughly explain the latest strategies and techniques for investing in the fixed income market. They discuss valuation techniques, active strategies, indexing strategies, immunization strategies and cash-flow matching strategies. In addition, they discuss how to measure interest rate risk and yield curve risk. Divided into three sections - Sources and Measurement of Risk, Valuation and Portfolio Management Strategies - the book provides answers for portfolio managers seeking to meet the challenge of active management and asset allocation modeling.
- ISBN13 9781557385680
- Publish Date 1 March 1994
- Publish Status Out of Print
- Out of Print 5 July 2006
- Publish Country US
- Publisher McGraw-Hill Education - Europe
- Imprint Irwin Professional Publishing
- Format Hardcover
- Pages 350
- Language English