Fixed Income Portfolio Management
Fixed Income Portfolio Management . Professor Paul Bolster. Northeastern University. Boston, Massachusetts USA

http://web.cba.neu.edu/%257Epbolster/franceclass/Fixed%2520Income%2520Portfolio%2520Management%25202004.ppt

Filesize: 5046 KB | format : .PPT


Fixed Income Management
Income Research & Management . 0 . CDOs and CDS: The Insatiable Appetite for Innovation . Derivatives Market Update . Presented By: Jack Sommers, CFA

http://www.gioa.us/presentations/2009/Sommers_IRM.ppt

Filesize: 5060 KB | format : .PPT


Bond Portfolio Management Strategies
Chapter 14 Fixed Income Portfolio Management Business 4179 Important Terms Barbell strategy Bond swap Bullet strategy Confidence index convexity Flight to quality

http://foba.lakeheadu.ca/hartviksen/4179/14%2520Fixed%2520Income%2520Portfolio%2520Management.ppt

Filesize: 5075 KB | format : .PPT


Fixed-Income Portfolio Management
Duration . A measure of the effective maturity of a bond; The weighted average of the times until each payment is received, with the weights proportional to the

http://faculty.som.yale.edu/zhiwuchen/Investments/Lect-4.ppt

Filesize: 5089 KB | format : .PPT


Chapter 13 Fixed Income Portfolio Management ? Duration
Definitions ? Confidence Index . Confidence Index is the ratio of the yield on AAA bonds to the yield on BBB bonds. It has an upper boundary of 1.0 because the

http://foba.lakeheadu.ca/hartviksen/3059/Fixed%2520Income%2520Portfolio%2520Management.ppt

Filesize: 5103 KB | format : .PPT


Fixed Income Management Evolution or Revolution?
QIC ABN 95 942 373 762 is a statutory government owned corporation regulated by State Government legislation pertaining to government owned corporations.

http://www.melbournecentre.com.au/mmfc/2008/Susan_Buckley_Presentation.ppt

Filesize: 5117 KB | format : .PPT


Quandamental TM Approach to Fixed Income Manage
Quandamental TM Approach to Fixed Income Management Ron D’Vari, CFA, Managing Director State Street Research and Management Fixed Income Forum, San Diego

http://www.newoakcapital.com/quand.pps

Filesize: 5131 KB | format : .PPT


Chapter 13: Advanced Bond topics ? Duration & Convexity
… available to fixed-income portfolio managers. Review of bond pricing relationships; Duration; Convexity; Passive Fixed Income Management; Active Fixed Income Management

http://www.rotman.utoronto.ca/karen.benzacar/Web%2520page%2520mgt%2520330/Class%2520notes/CHAPTER%252013_%25202007.ppt

Filesize: 5145 KB | format : .PPT


Chapter 16 Revision of the Fixed-Income Portfolio
Fixed-income security management is largely a matter of altering the level of risk the portfolio faces: Interest rate risk; Default risk

http://www.swlearning.com/finance/strong/portfolio3e/powerpoint/ch16.ppt

Filesize: 5159 KB | format : .PPT


Presentasjon i TI?7 Financial Optimization and Risk Management
Portfolio models for fixed income securities Agenda Portfolio dedication Modell for portef?ljeimmunisering Modeller for faktorimmunisering Statsobligasjoner

http://www.iot.ntnu.no/users/alexeig/4317/Material/FixedIncome1.ppt

Filesize: 5174 KB | format : .PPT


Related posts:

  1. Fixed Income Management Fixed Income Portfolio Management Fixed Income Portfolio Management . Professor...
  2. Hedging and Duration Management with Fixed Income Futures Hedging and Duration Management with Fixed Income Futures 312.855.7094 ....
  3. Fixed Income 2 Fixed Income Markets – Part 2 Duration and convexity Fixed...
  4. Introduction to Fixed Income Introduction to Fixed Income Securities Outline . Introduction to the...
  5. Chapter 22 Fixed-Income Securities Chapter 22 Fixed-Income Securities Learning Objectives . You will discover...