Modern Multi-Factor Analysis of Bond Portfolios: Critical Implications for Hedging and Investing - Couverture rigide

Couverture rigide

ISBN 10 : 1137564857 ISBN 13 : 9781137564856

Editeur : Palgrave Pivot, 2015

Synopsis

This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis.

A propos du livre

À propos de l'auteur

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.

Détails de l'édition

• Éditeur: Palgrave Pivot
• Date d'édition: 2015
• Langue: anglais
• ISBN 10: 1137564857
• ISBN 13: 9781137564856
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 136
• Éditeur: Barone-Adesi Giovanni, Carcano Nicola
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3,69115 Heidelberg, Germany; Heidelberg; 69115; Allemagne