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Investing in Corporate Bonds and Credit Risk : Finance and Capital Markets Series - Frank Hagenstein

Investing in Corporate Bonds and Credit Risk

Finance and Capital Markets Series

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Investing in Corporate Bonds and Credit Risk is a valuable tool for any corporate bond investor. All the most recent developments and strategies in investment in corporate bonds are analyzed included with qualitative and quantitative approaches. A complete and up-to-date investment process is developed through the book, using many examples taken from banking practice. The growing significance of derivative instruments and credit diversification to bond investors is also analyzed in detail.

Foreword
Introduction
Background
Organization of the Book
The Setting for Credit Management
Investment Process
Structure of the Investment Process
Diversification in 3D Qualitative vs Quantitative Analyses
Performance Targets
Strategic Asset Allocation
Structure of the Top-down Analysis Portfolio
Beta Macro Models Valuation
Tactical Asset Allocation
Industry Selection
Credit Curve Management
Management of Duration and Yield Curve
Yield Enhancement Through Option Strategies
Quantitative Models
Credit Research
Structure of the Bottom-up Analysis
Financial Analysis
Liquidity Analysis
The Capital Structure
Bond Covenants
Relative Value Tools
Credit Research Availability
Credit Market Instruments
High Yield Crossover
Credits Convertibles
Credit Default Swaps (CDS)
Collateralised Debt Obligations (CDOs)
Credit Indices Exchange
Traded Funds Ratings
Portfolio Optimization
Characteristics of Corporate Bond Returns (skewness, excess kurtosis, nontrading and nonsynchronous trading)
Optimization in a Shortfall Risk
Framework Stochastic Dominance
A Case Study Long-term Characteristics of Corporate Bond Portfolios
Total Return Concepts with Credits Risk Management
A Disciplined Approach
Risks and Opportunities
Minimum Diversification Requirements
Default Correlation Within Credit Portfolios
Benchmarking of Credit Portfolios
Value at Risk Contractual and Legal Restrictions
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9781403934697
ISBN-10: 140393469X
Series: Finance and Capital Markets Series
Audience: Tertiary; University or College
Format: Hardcover
Language: English
Number Of Pages: 333
Published: 1st October 2004
Country of Publication: US
Dimensions (cm): 23.5 x 15.5  x 1.91
Weight (kg): 0.69
Edition Number: 1