Description
Das Buch gliedert sich in 4 Hauptabschnitte: Abschnitt 1 gibt eine Einführung in Industrieobligationen, Abschitt 2 erläutert die Bewertung und Preisdynamik, Abschnitt 3 konzentriert sich auf das Kreditrisiko und Abschnitt 4 erörtert die Tilgungsanalyse.
Es entwickelt einen geeigneten Rahmen für die Bewertung der wichtigsten Risiken im Bereich Industrieobligationen, wie z.B. Kreditrisiko, Zinsrisiko und Tilgungsrisiko.
Behandelt die wichtigsten Merkmale von Industrieobligationen.
Diskutiert u.a. folgende Themenschwerpunkte: Handeln, Renditekurve und strategische Branchenauswahl.
Vermittelt werden topaktuelle Analysetools für eine höhere Rendite und verbesserte Risikosteuerung.
Ein unentbehrlicher Ratgeber - geschrieben von zwei Spitzenexperten auf diesem Gebiet.
Author: Leland E. Crabbe, Frank J. Fabozzi
Publisher: Wiley
Published: 12/14/2001
Pages: 336
Binding Type: Hardcover
Weight: 1.26lbs
Size: 9.20h x 6.34w x 1.13d
ISBN13: 9780471218272
ISBN10: 0471218278
BISAC Categories:
- Business & Economics | Corporate Finance | General
- Business & Economics | Investments & Securities | General
- Business & Economics | Finance | General
About the Author
LELAND E. CRABBE is a fixed income portfolio manager at Credit Suisse Asset Management in New York and global head of emerging market debt. He received his PhD in economics from the University of California at Los Angeles in 1988. Subsequent to that, he worked for the Federal Reserve Board in Washington, DC, as an economist in the capital market section, focusing on corporate bond and high yield research. From 1994 to 1998, he worked at Merrill Lynch in various capacities: in research as Merrill's Corporate Bond Strategist; in corporate bond syndicate as a developer of structured corporate bonds; and in emerging market bond trading.
FRANK J. FABOZZI, PhD, CFP, CPA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.