Description: Modern Multi-Factor Analysis of Bond Portfolios by Giovanni Barone-Adesi, Nicola Carcano Estimated delivery 3-12 business days Format Hardcover Condition Brand New Description Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. Publisher Description Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners.This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management. Author Biography Giovanni Barone-Adesi is Professor in finance theory at the Swiss Finance Institute, University of Lugano, Switzerland. A graduate from the University of Chicago, US, he has taught at the University of Alberta, Canada, City University, UK, and the Universities of Texas and Pennsylvania, US. His main research interests are derivative securities and risk management. Especially well-known are his contributions to the pricing of American commodity options and the measurement of market risk.Nicola Carcano holds a degree in Economics from The Libera Università Internazionale degli Studi Sociali "Guido Carli" (LUISS), Rome, Italy, an MBA degree from the New York University, and a PhD in Financial Markets Theory from the University of St Gallen, Switzerland. He teaches Structured Products at the University of Lugano, Switzerland. After working as a consultant and institutional portfolio manager, he is now the Chief Executive Officer of Heron Asset Management. His research focuses on fixed income finance. Details ISBN 1137564857 ISBN-13 9781137564856 Title Modern Multi-Factor Analysis of Bond Portfolios Author Giovanni Barone-Adesi, Nicola Carcano Format Hardcover Year 2015 Pages 124 Edition 1st Publisher Palgrave Macmillan GE_Item_ID:137654767; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 67.04 USD
Location: Fairfield, Ohio
End Time: 2024-12-23T03:54:20.000Z
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
ISBN-13: 9781137564856
Book Title: Modern Multi-Factor Analysis of Bond Portfolios
Number of Pages: Xii, 124 Pages
Publication Name: Modern Multi-Factor Analysis of Bond Portfolios : Critical Implications for Hedging and Investing
Language: English
Publisher: Palgrave Macmillan The Limited
Subject: Investments & Securities / Bonds, Banks & Banking, Investments & Securities / Portfolio Management, Decision-Making & Problem Solving, Corporate Finance / General, Investments & Securities / General
Publication Year: 2015
Type: Textbook
Item Weight: 16 Oz
Item Length: 8.5 in
Author: Nicola Carcano
Subject Area: Business & Economics
Item Width: 5.5 in
Format: Hardcover
