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Quantitative Management of Bond Portfolios
Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky & Bruce Phelps

Book Description | Table of Contents
Chapter 1 [in PDF format]

ADDITIONAL ENDORSEMENTS:

"No single currently available book serves the needs of a person who seeks a fuller understanding of the quantitative management of bond portfolios. This book is exactly what I have been looking for. Not only is there a need for it among students, educators, and professionals, but it also has the potential to influence academic thought by exposing academics to some of the best practices on the street."--Ravi Jagannathan, Kellogg School of Management, Northwestern University

"This is a very useful addition to the bond literature, produced by the premier bond group on Wall Street. The chapters cover a wide range of issues that will be of interest to academics who teach and research securities markets, and they are well written. Bond traders, fund managers, and other investment banking professionals will want this book."--Simon Benninga, Tel Aviv University and the Wharton School, author of Financial Modeling and Principles of Finance with Excel

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File created: 11/10/2014

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