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RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS Golub-Tilman will, I believe, become an absolutely essential reference text for fixed income portfolio managers, traders, issuers, and scholars. It is comprehensive and clearly written. While rigorous, it is easy to understand because of its many practical examples. - Richard Roll, The Allstate Chair in Finance and Insurance, The Anderson School at UCLA, Past President, American Finance Association Outstanding and unique! A thorough discussion of the theoretical underpinning of risk management combined with keen insights from a practitioner's perspective. This text will rank among the most essential readings for both market professionals and academics. -Gregory J. Parseghian, Senior Vice President and Chief Investment Officer, Freddie Mac The most systematic and comprehensive overview of fixed income risk management. -Philippe Jorion, Professor of Finance, University of California-Irvine, Author, Value at Risk: The New Benchmark for Controlling Derivatives Risk An inside look at approaches to fixed income risk management developed at a leading investment firm. The rigorous presentation covers both theoretical and practical considerations as well as their applications to portfolio management. Very interesting and highly recommended. -Charles W. Grant, Managing Director of Fixed Income, Virginia Retirement System Few, if any, financial studies have managed to reconcile practical market experience and scientific discipline within such an original approach and with such elegance! An absolute must for anyone in the world of fixed income. -Michele Donegani, Head of Asset Allocation and Manager Selection, European Investment Managers (EIM).
|Publication date:||14th July 2000|
|Author:||Bennett W. Golub, Leo M. Tilman|
|Publisher:||John Wiley & Sons Inc|
|Categories:||Management decision making,|
BENNETT W. GOLUB is a founding partner and Managing Director of BlackRock, Inc., a global money management and risk advisory firm. Currently, he is co-head of its Risk Management and Analytics Group and is a member of its Investment Strategy Group and Management Committee. In addition to developing BlackRock's risk advisory business, Dr. Golub is actively involved in the creation of analytical tools used in measuring and managing market and credit risks of fixed income and equity portfolios. He has authored many articles on risk management and financial modeling and is a frequent lecturer at industry conferences and meetings. Dr. ...More About Bennett W. Golub, Leo M. Tilman