Risk management - Bennett W Golub

RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS

"Golub-Tilman will, I believe, become an absolutely essentialreference 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 manypractical examples."- Richard Roll, The Allstate Chair in Financeand Insurance, The Anderson School at UCLA, Past President,American Finance Association

"Outstanding and unique! A thorough discussion of the theoreticalunderpinning of risk management combined with keen insights from apractitioner's perspective. This text will rank among the mostessential readings for both market professionals and academics."-Gregory J. Parseghian, Senior Vice President and Chief InvestmentOfficer, Freddie Mac

"The most systematic and comprehensive overview of fixed incomerisk management."-Philippe Jorion, Professor of Finance, Universityof California-Irvine, Author, Value at Risk: The New Benchmark forControlling Derivatives Risk

"An inside look at approaches to fixed income risk managementdeveloped at a leading investment firm. The rigorous presentationcovers both theoretical and practical considerations as well astheir applications to portfolio management. Very interesting andhighly recommended."-Charles W. Grant, Managing Director of FixedIncome, Virginia Retirement System

"Few, if any, financial studies have managed to reconcile practicalmarket experience and scientific discipline within such an originalapproach and with such elegance! An absolute must for anyone in theworld of fixed income."-Michele Donegani, Head of Asset Allocationand Manager Selection, European Investment Managers (EIM).