9780691128313 - quantitative management of bond portfolios (advances in financial engineering) von dynkin, lev; gould, anthony; hyman, jay; konstantinovsky, vadim; phelps, bruce (20 Ergebnisse)
Quantitative Management of Bond Portfolios (Advances in Financial Engineering, 1)
Phelps, Bruce,Konstantinovsky, Vadim,Hyman, Jay,Gould, Anthony,Dynkin, Lev
- Hardcover
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Hardcover. Zustand: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
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Hardcover. Zustand: Very Good. Zustand des Schutzumschlags: Very Good. 3rd Printing. 3rd Printing (2007.) Hardcover with dust jacket. 8vo with 978 pages. The book and dust jacket are in very good condition with very slight shelf wear. Interior is clean and tight. "A first-of-its-kind publication from a team of practitioners at t…he front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language."This team combines intuition with strong empirical research." Green-Black spine/ White text. Size: 8vo. Engineering Management.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
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Hardcover. Zustand: As New. ***Please Read*** Personal note and Signature by one Author inside cover - No marks on text - My shelf location - 65-f-18*.
- Hardcover
Anbieter: GoldBooks, Denver, CO, USAGoldBooks
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EUR 114,73
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Hardcover. Zustand: new. New Copy. Customer Service Guaranteed.
- Hardcover
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Zustand: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service.
- Hardcover
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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
Quantitative Management of Bond Portfolios (Advances in Financial Engineering) Dynkin, Lev; Gould, Anthony and Hyman, Jay
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Anbieter: online-buch-de, Dozwil, Schweizonline-buch-de
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EUR 118,99
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Hardcover Oct 09, 2006. Zustand: gebraucht; wie neu.
- Hardcover
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Zustand: New. Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies bas…ed on investor inquiries. Series: Advances in Financial Engineering. Num Pages: 1000 pages, 150 line illus. BIC Classification: KFFH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 245 x 163 x 60. Weight in Grams: 1480. . 2006. Hardcover. . . . .
- Hardcover
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HRD. Zustand: New. New Book. Shipped from UK. Established seller since 2000.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Anbieter: GreatBookPrices, Columbia, MD, USAGreatBookPrices
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EUR 201,09
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Zustand: New.
- Hardcover
Anbieter: Kennys Bookstore, Olney, MD, USAKennys Bookstore
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EUR 194,06
EUR 9,12 VersandVersand innerhalb von USAAnzahl: 1 verfügbar
Zustand: New. Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. Divided into two parts, this book provides solutions and methodologies bas…ed on investor inquiries. Series: Advances in Financial Engineering. Num Pages: 1000 pages, 150 line illus. BIC Classification: KFFH; KFFM. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 245 x 163 x 60. Weight in Grams: 1480. . 2006. Hardcover. . . . . Books ship from the US and Ireland.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
- Hardcover
Anbieter: Rarewaves USA, OSWEGO, IL, USARarewaves USA
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EUR 206,26
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Hardback. Zustand: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities…from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets.The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes KönigreichGreatBookPricesUK
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EUR 208,78
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Zustand: New.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Anbieter: GreatBookPrices, Columbia, MD, USAGreatBookPrices
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EUR 236,70
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Zustand: As New. Unread book in perfect condition.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps
- Hardcover
Anbieter: Rarewaves USA United, OSWEGO, IL, USARarewaves USA United
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EUR 208,79
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Hardback. Zustand: New. The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities…from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets.The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
- Weitere Bilder
Quantitative Management of Bond Portfolios
Dynkin, Lev; Gould, Anthony; Hyman, Jay; Konstantinovsky, Vadim; Phelps, Bruce
- Hardcover
Anbieter: GreatBookPricesUK, Woodford Green, Vereinigtes KönigreichGreatBookPricesUK
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EUR 245,43
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Zustand: As New. Unread book in perfect condition.
Quantitative Management of Bond Portfolios
Dynkin, Lev/ Gould, Anthony/ Hyman, Jay/ Konstantinovsky, Vadim/ Phelps, Bruce
- Hardcover
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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EUR 302,72
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Hardcover. Zustand: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock.
Quantitative Management of Bond Portfolios
Dynkin, Lev/ Gould, Anthony/ Hyman, Jay/ Konstantinovsky, Vadim/ Phelps, Bruce
- Hardcover
- Print-on-Demand
Anbieter: Revaluation Books, Exeter, Vereinigtes KönigreichRevaluation Books
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EUR 224,02
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Hardcover. Zustand: Brand New. illustrated edition. 1000 pages. 9.25x6.50x2.50 inches. In Stock. This item is printed on demand.
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Quantitative Management of Bond Portfolios
Lev Dynkin|Anthony Gould|Jay Hyman|Vadim Konstantinovsky|Bruce Phelps
- Hardcover
- Print-on-Demand
Anbieter: moluna, Greven, Deutschlandmoluna
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EUR 197,84
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Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Covers a range of subjects of concern to portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimizati…on, and performance attribution. Divided into tw.
- Weitere Bilder
- Hardcover
- Print-on-Demand
Anbieter: AHA-BUCH GmbH, Einbeck, DeutschlandAHA-BUCH GmbH
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EUR 247,04
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Buch. Zustand: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitati…ve approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.
