close
1.

電子ブック
ＥＢ
1. Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies
Philippe; Martellini, Lionel; Fabozzi, Frank J.; Fabozzi, Frank J , Cfa Priaulet, Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
出版情報: Wiley Online Library - AutoHoldings Books , Hoboken : John Wiley & Sons, Inc., 2005
所蔵情報: loading…
目次情報: 続きを見る
Preface
About the Editors
About The Editors
About the Authors
Contributing Authors
Background / Part One：
Overview of Fixed Income Portfolio Management / Chapter 1：
Liquidity, Trading, and Trading Costs / Frank J. JonesChapter 2：
Portfolio Strategies for Outperforming a Benchmark / Chapter 3：
Banchmark Selection And Risk Budgeting / Part Two：
The Active Decisions in the Selection of Passive Management and Performance Bogeys / Leland E. CrabbeChapter 4：
Liability-Based Benchmarks / Frank J. FabozziChapter 5：
Risk Budgeting for Fixed Income Portfolios / Chapter 6：
Fixed income modeling / Bulent BaygunPart Three：
Understanding the Building Blocks for OAS Models / Robert TzuckerChapter 7：
Fixed Income Risk Modeling / Chapter 8：
Multifactor Risk models and Their Applications / Chapter 9：
Benchmark Selection and Risk Budgeting / Chapter 10：
Measuring Plausibility of Hypothetical Interest Rate Shocks
Hedging Interest Rate Risk with Term Structure Factor Models / Chris P. DialynasChapter 11：
Scenario Simulation Model for Fixed Income Portfolio Risk Management / Alfred MurataChapter 12：
Credit Analysis And Credit Risk Management / Part Five：
Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis / Chapter 13：
An Introduction to Credit Risk Models / Lev DynkinChapter 14：
Credit Derivatives and Hedging Credit Risk / Jay HymanChapter 15：
Implications of Merton Models for Corporate Bond Investors / Bruce D. PhelpsChapter 16：
Capturing the Credit Alpha / Chapter 17：
International Bond Investing / Frederick E. DopfelPart Six：
Global Bond Investing for the 21st Century / Chapter 18：
Managing a Multicurrency Bond Portfolio / Chapter 19：
Fixed Income Modeling
A Disciplined Approach to Emerging Markets Debt Investing / Chapter 20：
Index / Philip O. Obazee
Multifactor Risk Models and Their Applications / Ludovic Breger ; Oren Cheyette
Interest Rate Risk Management / Part 4：
Credit Analysis and Credit Risk Management / Bennett W. Golub ; Leo M. Tilman ; Lionel Martellini ; Philippe Priaulet ; Michael Luo ; Farshid Jamshidian ; Yu ZhuPart 5：
Preface
About the Editors
About The Editors
2.

図書
図書
2. Fixed-income securities : valuation, risk management and portfolio strategies (: pbk)
Lionel Martellini, Philippe Priaulet and Stéphane Priaulet
出版情報: Chichester, England ; Hoboken, N.J. : Wiley, c2003  xxix, 631 p. ; 25 cm
シリーズ名: Wiley finance series
所蔵情報: loading…
目次情報: 続きを見る
Investment Environment / Part I：
Bonds and Money-Market Instruments / 1：
Bond Prices and Yields / 2：
Term Structure of Interest Rates / Part II：
Empirical Properties and Classical Theories of the Term Structure / 3：
Deriving the Zero-Coupon Yield Curve / 4：
Hedging Interest Rate Risk / Part III：
Hedging Interest-Rate Risk with Duration / 5：
Beyond Duration / 6：
Investment Strategies / Part IV：
Passive Fixed-Income Portfolio Management / 7：
Active Fixed-Income Portfolio Management / 8：
Performance Measurement on Fixed-Income Portfolios / 9：
Swaps and Futures / Part V：
Swaps / 10：
Forwards and Futures / 11：
Modeling the Term Structure of Interest Rates and Credit Spreads / Part VI：
Modeling the Yield Curve Dynamics / 12：
Modeling the Credit Spreads Dynamics / 13：
Plain Vanilla Options and More Exotic Derivatives / Part VII：
Bonds with Embedded Options and Options on Bonds / 14：
Options on Futures, Caps, Floors and Swaptions / 15：
Exotic Options and Credit Derivatives / 16：
Securitization / Part VIII：
Mortgage-Backed Securities / 17：
Asset-Backed Securities / 18：
Subject Index
Author Index
Investment Environment / Part I：
Bonds and Money-Market Instruments / 1：
Bond Prices and Yields / 2：
3.

電子ブック
ＥＢ
3. Advanced bond portfolio management : best practices in modeling and strategies (: electronic bk)
Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet, editors
出版情報: [Hoboken, N.J.] : Wiley Online Library, 2015  1 online resource (xviii, 558 p.)
シリーズ名: The Frank J. Fabozzi series ;
所蔵情報: loading…
目次情報: 続きを見る
Preface
About the Editors
About The Editors
About the Authors
Contributing Authors
Background / Part One：
Overview of Fixed Income Portfolio Management / Chapter 1：
Liquidity, Trading, and Trading Costs / Frank J. JonesChapter 2：
Portfolio Strategies for Outperforming a Benchmark / Chapter 3：
Banchmark Selection And Risk Budgeting / Part Two：
The Active Decisions in the Selection of Passive Management and Performance Bogeys / Leland E. CrabbeChapter 4：
Liability-Based Benchmarks / Frank J. FabozziChapter 5：
Risk Budgeting for Fixed Income Portfolios / Chapter 6：
Fixed income modeling / Bulent BaygunPart Three：
Understanding the Building Blocks for OAS Models / Robert TzuckerChapter 7：
Fixed Income Risk Modeling / Chapter 8：
Multifactor Risk models and Their Applications / Chapter 9：
Benchmark Selection and Risk Budgeting / Chapter 10：
Measuring Plausibility of Hypothetical Interest Rate Shocks
Hedging Interest Rate Risk with Term Structure Factor Models / Chris P. DialynasChapter 11：
Scenario Simulation Model for Fixed Income Portfolio Risk Management / Alfred MurataChapter 12：
Credit Analysis And Credit Risk Management / Part Five：
Valuing Corporate Credit: Quantitative Approaches versus Fundamental Analysis / Chapter 13：
An Introduction to Credit Risk Models / Lev DynkinChapter 14：
Credit Derivatives and Hedging Credit Risk / Jay HymanChapter 15：
Implications of Merton Models for Corporate Bond Investors / Bruce D. PhelpsChapter 16：
Capturing the Credit Alpha / Chapter 17：
International Bond Investing / Frederick E. DopfelPart Six：
Global Bond Investing for the 21st Century / Chapter 18：
Managing a Multicurrency Bond Portfolio / Chapter 19：
Fixed Income Modeling
A Disciplined Approach to Emerging Markets Debt Investing / Chapter 20：
Index / Philip O. Obazee
Multifactor Risk Models and Their Applications / Ludovic Breger ; Oren Cheyette
Interest Rate Risk Management / Part 4：
Credit Analysis and Credit Risk Management / Bennett W. Golub ; Leo M. Tilman ; Lionel Martellini ; Philippe Priaulet ; Michael Luo ; Farshid Jamshidian ; Yu ZhuPart 5：
Preface
About the Editors
About The Editors
文献の複写および貸借の依頼を行う
 文献複写・貸借依頼