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Interpretación de indicadores económicos aplicados a la renta fija
Guasch J.; Martínez Abascal, EduardoNota técnica FN-497FinanzasEsta nota analiza los principales indicadores económicos que siguen los operadores e inversores del mercado de renta fija. El objetivo de este análisis será extraer indicios sobre la teórica evolución de la curva de tipos de interés.Desde 8,20 €
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Cobertura de carteras de renta fija con opciones
Guasch J.; Martínez Abascal, EduardoNota técnica FN-500FinanzasEn esta nota veremos cómo podemos cubrir las pérdidas de una cartera de bonos usando opciones sobre futuros de bonos. Estudiaremos los principios generales para hacer una cobertura, y luego los pasos concretos a dar para llevarla a cabo en el mercado de bonos en euros. Además, mencionaremos las ventajas e inconvenientes de usar futuros u opciones. Por último, veremos cómo podemos cubrir carteras a tipo variable.Desde 8,20 €
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Debt Markets
Guasch J.; Martínez Abascal, Eduardo; Simon, JanNota técnica FN-490-EFinanzasThis technical note presents an idea of what the debt market is. It describes the public debt issued by the central governments of each country, the non-governmental bonds, the supranational organisms, the debt issued by government agencies, the debt issued by companies with credit rating, asset securitization and the debt issued by companies without credit rating. Finally, the credit qualifications, or "ratings",of the debt in the long term ar...Desde 8,20 €
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Currency Risk Management
Guasch J.; Martínez Abascal, EduardoNota técnica FN-502-EFinanzasDesde 8,20 €
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Managing Credit Risk in Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoNota técnica FN-501-EFinanzasDesde 8,20 €
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Hedging Fixed Income Portfolios with Futures
Guasch J.; Martínez Abascal, EduardoNota técnica FN-499-EFinanzasIn this note we shall see how a bond portfolio can be hedged using bond futures. We shall study the general principles of hedging, and then the specific steps involved in implementing a hedge. Lastly, we shall point out some hedging errors.Desde 8,20 €
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Passive Management of Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoNota técnica FN-503-EFinanzasIn this technical note we give a general overview of passive management of fixed income portolios, that is, management designed to replicate the market average return rather than trying to beat it. In the first section we look at the main types of passive strategies. After that, we explain in detail how guaranteed funds are created and managed.Desde 8,20 €
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Active Management of Fixed Income Portfolios
Guasch J.; Martínez Abascal, EduardoNota técnica FN-498-EFinanzasIn this technical note we give an overview of the active management of fixed income portfolios. First, we explain what we mean by active management. After that, we introduce and explain the strategies a portfolio manager can use to beat a benchmark. Lastly, we summarize the decision criteria for active fixed income portfolio management.Desde 8,20 €
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Hedging Fixed Income Portfolios with Options
Guasch J.; Martínez Abascal, EduardoNota técnica FN-500-EFinanzasIn this note we shall see how to hedge a bond portfolio using options on bond futrues. We shall study the general principles of the hedge with options and then the specific steps to be taken to implement it into the euro-denominated bond market. We shall also discuss the advantages and disadvantages of using options as opposed to futures. Lastly, we shall see how to hedge a floating-rate portfolio with options.Desde 8,20 €