Research Catalog
Active total return management of fixed income portfolios
- Title
- Active total return management of fixed income portfolios / Ravi E. Dattatreya, Frank J. Fabozzi.
- Author
- Dattatreya, Ravi E.
- Publication
- Burr Ridge, Ill. : Irwins, [1995], ©1995.
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1 Item
| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG6042 .D3 1995g | Off-site |
Holdings
Details
- Additional Authors
- Fabozzi, Frank J.
- Description
- xii, 281 pages : illustrations; 24 cm
- Subjects
- Bibliography (note)
- Includes bibliographical references and index.
- Contents
- 1. Introduction -- 2. The First Generation: Duration Analysis -- 3. The Second Generation: Parametric Analysis -- 4. The Other Side of the Equation: Total Return -- 5. Making the Right Assumptions: Internal and External Consistency -- 6. Measuring and Controlling Yield Curve Risk -- 7. Options and Their Parametric Characteristics -- 8. Analysis of Callable Bonds -- 9. Analysis of Mortgage-Backed Securities -- 10. Using Futures, Options, and Swaps to Modify Total Return -- 11. Practical Considerations -- 12. Conclusions and Summary.
- ISBN
- 1557385653
- OCLC
- 503319015
- ocn503319015
- Owning Institutions
- Columbia University Libraries