Professional Perspectives on Fixed Income Portfolio Management Volume 4

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Professional Perspectives on Fixed Income Portfolio Management Volume 4.pdf (8.46 MB)

2009-9-27 15:23:07 上传

这是第四卷，大家下载时看好卷标
Professional Perspectives on Fixed Income Portfolio Management Volume 4
FRANK J. FABOZZI
EDITOR
Copyright © 2003 by Frank J. Fabozzi. All rights reserved.
Published by John Wiley & Sons, Inc., Hoboken, New Jersey
Published simultaneously in Canada
ISBN: 0-471-26805-4
Preface vii
Contributing Authors xiv
FIXED INCOME ANALYSIS AND STRATEGIES
Risk/Return Trade-Offs on Fixed Income Asset Classes 1
Laurent Gauthier and Laurie Goodman
Fixed Income Risk Modeling for Portfolio Managers 17
Ludovic Breger
Tracking Error 45
William Lloyd, Bharath Manium, and Mats Gustavsson
Consistency of Carry Strategies in Europe 77
Antti Ilmanen and Roberto Fumagalli
The Euro Benchmark Yield Curve: Principal Component Analysis of
Yield Curve Dynamics 103
…………
…………
Some Investment Characteristics of GNMA Project Loan Securities 339
Arthur Q. Frank and James M. Manzi
A Framework for Secondary Market CDO Valuation 365
Sivan Mahadevan and David Schwartz
Understanding Commercial Real Estate CDOs 395
Brian P. Lancaster
Aircraft Valuation-Based Modeling of Pooled Aircraft ABS 431
Mark A. Heberle
Index 439

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关键词：Professional fixed income Perspectives perspective Management Management Portfolio Income volume Professional

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thanks ... any other volumes?

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