Valuing corporate credit: quantitative approaches versus fundamental analysis
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2006 |
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Overview of fixed income portfolio management
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2006 |
Jones, Frank Joseph |
Risk budgeting for fixed income portfolios
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2006 |
Dopfel, Frederick E. |
Multifactor risk models and their applications
|
2006 |
Dynkin, Lev |
Liquidity, trading, and trading costs
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2006 |
Crabbe, Leland E. |
Hedging interest rate risk with term structure factor models
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2006 |
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Credit derivates and hedging credit risk
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2006 |
Deventer, Donald R. van |
Implications of Merton models for corporate bond investors
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2006 |
Phoa, Wesley |
Global bond investing for the 21st century
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2006 |
Thomas, Lee R. |
Managing a multicurrency bond portfolio
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2006 |
Ramaswamy, Srichander |
Portfolio strategies for outperforming a benchmark
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2006 |
Baygün, Bülent |
Liability-based benchmarks
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2006 |
Dynkin, Lev |
Fixed income risk modeling
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2006 |
Breger, Ludovic |
Measuring plausibility of hypothetical interest rate shocks
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2006 |
Golub, Bennet W. |
The active decisions in the selection of passive management and performance bogeys
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2006 |
Dialynas, Chris P. |
Understanding the building blocks for OAS models
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2006 |
Obazee, Philip O. |
Scenario simulation model for fixed income portfolio risk management
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2006 |
Jamshidian, Farshid |
An introduction to credit risk models
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2006 |
Deventer, Donald R. van |
Capturing the credit alpha
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2006 |
Soronow, David |
A disciplined approach to emerging markets debt investing
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2006 |
Mednikov Loucks, Maria |