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1、CorporateBondPortfolioManagementLelandE.Crabbe,Ph.D.FrankJ.Fabozzi,Ph.D.,CFAJOHNWILEY&SONSCorporateBondPortfolioManagementCorporateBondPortfolioManagementLelandE.Crabbe,Ph.D.FrankJ.Fabozzi,Ph.D.,CFAJOHNWILEY&SONSCopyright©2002byLelandE.CrabbeandFrankJ.Fabozzi.Allrightsreserved.Publi
2、shedbyJohnWiley&Sons,Inc.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystemortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanningorotherwise,exceptaspermittedunderSections107or108ofthe1976UnitedStatesCopy
3、rightAct,withouteitherthepriorwrittenpermis-sionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetotheCopyrightClearanceCenter,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978)750-4744.RequeststothePublisherforpermis-sionshouldbeaddressedtothePermissionsD
4、epartment,JohnWiley&Sons,Inc.,605ThirdAvenue,NewYork,NY10158-0012,(212)850-6011,fax(212)850-6008,E-Mail:PERMREQ@WILEY.COM.Thispublicationisdesignedtoprovideaccurateandauthoritativeinformationinregardtothesubjectmattercovered.Itissoldwiththeunderstandingthatthepublisherisnotengagedin
5、renderingprofessionalservices.Ifprofessionaladviceorotherexpertassistanceisrequired,theservicesofacompetentprofessionalpersonshouldbesought.ISBN:0-471-21827-8PrintedintheUnitedStatesofAmerica.10987654321LECToThomasGeorgeCrabbeFJFTomywife,Donna,andmychildren,Karly,Patricia,andFrances
6、coAbouttheAuthorsLelandE.CrabbeisafixedincomeportfoliomanageratCreditSuisseAssetManagementinNewYork,andglobalheadofemergingmarketdebt.HereceivedhisPh.D.inEconomicsfromtheUniversityofCaliforniaatLosAngelesin1988.Subsequenttothat,heworkedfortheFederalReserveBoardinWashington,DCasaneco
7、nomistinthecapitalmarketsection,focusingoncorporatebondandhighyieldresearch.From1994to1998,heworkedatMerrillLynchinvariouscapacities:inresearchasMerrill’sCorporateBondStrategist;incorporatebondsyndicateasadeveloperofstructuredcorporatebonds;andinemergingmarketbondtrading.FrankJ.Fabo
8、zziiseditoroftheJou