『債券ポートフォリオの計量分析』（原書）
Quantitative Management of Bond Portfolios
Advances in Financial Engineering
Dynkin, Lev
Gould, Anthony
Hyman, Jay
- 出版社：Princeton University Press
- 出版年月：2020年 05月
- ISBN：9780691202778
- 装丁：PAP
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装丁について
- 言語：ENG
- 巻数・ページ数：1000 p.
- DDC分類：332.6323
- 内容紹介：
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邦訳：2010年・東洋経済新報社New in paperback. Hardcover was published in 2006. The book covers a range of subjects of concern to fixed income portfolio managers - investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution.