O'Reilly logo

The Handbook of Fixed Income Securities, Eighth Edition, 8th Edition by Steven V. Mann, Frank J. Fabozzi

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

CHAPTERFORTY-SIXINTRODUCTION TO MULTIFACTOR RISK MODELS IN FIXED INCOME AND THEIR APPLICATIONS

ANTHONY LAZANAS, PH.D.

Managing DirectorBarclays Capital

ANTÓNIO BALDAQUE DA SILVA, PH.D.

DirectorBarclays Capital

RADU GimagesBUDEAN, PH.D.

Vice PresidentBarclays Capital

ARNE D. STAAL, PH.D.

DirectorBarclays Capital

Risk management is an integral part of the investment process. Risk models are central to this practice, allowing managers to quantify and analyze the risk embedded in their portfolios. Risk models provide managers with insight into the different sources of risk in a portfolio, helping them to control their exposures and understand the contributions ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required