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Fixed-Income Portfolio Analytics = A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Fixed-Income Portfolio Analytics/ by David Jamieson Bolder.
其他題名:	A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /
作者:	Bolder, David Jamieson.
面頁冊數:	XXVII, 544 p. 170 illus., 15 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Finance. -
電子資源:	https://doi.org/10.1007/978-3-319-12667-8
ISBN:	9783319126678

Fixed-Income Portfolio Analytics = A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /
Bolder, David Jamieson.

Fixed-Income Portfolio AnalyticsA Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /[electronic resource] :by David Jamieson Bolder. - 1st ed. 2015. - XXVII, 544 p. 170 illus., 15 illus. in color.online resource.

What Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index.

The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios. .

ISBN: 9783319126678

Standard No.: 10.1007/978-3-319-12667-8doiSubjects--Topical Terms:

559073
Finance.

LC Class. No.: HG1-9999

Dewey Class. No.: 332

Fixed-Income Portfolio Analytics = A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /
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