2009•Unpublished venueRequires access

Using Derivatives in Bond Portfolio Management

Frank J. Fabozzi

Abstract

This chapter contains sections titled: Using Treasury Bond and Note Futures Contracts in Bond Portfolio Management Use of Interest Rate Options in Bond Portfolio Management Using Interest Rate Swaps in Bond Portfolio Management Using Stock Index Futures and Treasury Bond Futures to Implement an Asset Allocation Decision Using Credit Default Swaps to Manage Credit Risk Summary References

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Available abstract

Key concepts: Bond, Portfolio, Project portfolio management, Business, Economics, Finance, Management, Project management