High yield bonds
Subtitle: market structure, portfolio management, and credit risk modeling
By: edited by Theodore M. Barnhill, William F. Maxwell, and Mark R. Shenkman.
Contributors: Barnhill, Theodore M.; Maxwell, William F., 1965-; Shenkman, Mark R.
Series: [Irwin library of investment & finance]
Publisher: McGraw-Hill
Published: 1999
Place of publication: New York
Language: eng
Number of pages: 574
Subjects: Junk bonds.; Portfolio management.; Credit.
Description: High-Yield Bonds provides state-of-the-art research, strategies, and tools - alongside the expert analysis of respected authorities to help you truly understand today's high-yield market.

High-Yield Bonds provides extensive coverage of bond valuation and the construction and management of high-yield portfolios. Advanced Monte Carlo simulation models for the valuation of bonds and options on bonds as well as risk assessments on portfolios of bonds under conditions of correlated interest rate and credit risk are demonstrated.

High-Yield Bonds will provide you with a valuable reference to this fascinating and constantly changing class of securities, helping you assemble a stable, diversified portfolio of fixed income investments that provides the greatest returns and the lowest risks.
Notes: Includes bibliographical references and index.
Series statement from jacket.