國立虎尾科技大學 |

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

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Fixed-Income Portfolio Analytics/ by David Jamieson Bolder.
Reminder of title:	A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /
Author:	Bolder, David Jamieson.
Description:	XXVII, 544 p. 170 illus., 15 illus. in color.online resource. :
Contained By:	Springer Nature eBook
Subject:	Finance. -
Online resource:	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 /
LDR:02676nam a22003975i 4500 001 968393
003 DE-He213
005 20200919230421.0
007 cr nn 008mamaa
008 201211s2015 gw | s |||| 0|eng d
020 $a 9783319126678 $9 978-3-319-12667-8
024 7 $a 10.1007/978-3-319-12667-8 $2 doi
035 $a 978-3-319-12667-8
050 4 $a HG1-9999
072 7 $a KFF $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a KFF $2 thema
082 0 4 $a 332 $2 23
100 1 $a Bolder, David Jamieson. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1066206
245 1 0 $a Fixed-Income Portfolio Analytics $h [electronic resource] : $b A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios / $c by David Jamieson Bolder.
250 $a 1st ed. 2015.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a XXVII, 544 p. 170 illus., 15 illus. in color. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
505 0 $a 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.
520 $a 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. .
650 0 $a Finance. $3 559073
650 0 $a Economics, Mathematical . $3 1253712
650 0 $a Personal finance. $3 1259314
650 0 $a Pension plans. $3 1112524
650 0 $a Management. $3 558618
650 1 4 $a Finance, general. $3 1069041
650 2 4 $a Quantitative Finance. $3 669372
650 2 4 $a Personal Finance/Wealth Management/Pension Planning. $3 1112503
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783319126685
776 0 8 $i Printed edition: $z 9783319126661
776 0 8 $i Printed edition: $z 9783319365442
856 4 0 $u https://doi.org/10.1007/978-3-319-12667-8
912 $a ZDB-2-SBE
912 $a ZDB-2-SXEF
950 $a Business and Economics (SpringerNature-11643)
950 $a Economics and Finance (R0) (SpringerNature-43720)