國立高雄大學圖資館 |

Language: English

Back

Fixed-income portfolio analyticsa pr...

Bolder, David Jamieson.

Fixed-income portfolio analyticsa practical guide to implementing, monitoring and understanding fixed-income portfolios /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Fixed-income portfolio analyticsby David Jamieson Bolder.
Reminder of title:	a practical guide to implementing, monitoring and understanding fixed-income portfolios /
Author:	Bolder, David Jamieson.
Published:	Cham :Springer International Publishing :2015.
Description:	xxvii, 544 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Portfolio management.
Online resource:	http://dx.doi.org/10.1007/978-3-319-12667-8
ISBN:	9783319126678 (electronic bk.)

Fixed-income portfolio analyticsa 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. - Cham :Springer International Publishing :2015. - xxvii, 544 p. :ill., digital ;24 cm.

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 (electronic bk.)

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

186383
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Fixed-income portfolio analyticsa practical guide to implementing, monitoring and understanding fixed-income portfolios /
LDR:02312nmm a2200337 a 4500 001 461683
003 DE-He213
005 20150914103518.0
006 m d
007 cr nn 008maaau
008 151110s2015 gw s 0 eng d
020 $a 9783319126678 (electronic bk.)
020 $a 9783319126661 (paper)
024 7 $a 10.1007/978-3-319-12667-8 $2 doi
035 $a 978-3-319-12667-8
040 $a GP $c GP
041 0 $a eng
050 4 $a HG4529.5
072 7 $a KFF $2 bicssc
072 7 $a KFFK $2 bicssc
072 7 $a BUS027000 $2 bisacsh
072 7 $a BUS004000 $2 bisacsh
082 0 4 $a 332.6 $2 23
090 $a HG4529.5 $b .B687 2015
100 1 $a Bolder, David Jamieson. $3 713948
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.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2015.
300 $a xxvii, 544 p. : $b ill., digital ; $c 24 cm.
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 Portfolio management. $3 186383
650 0 $a Fixed-income securities. $3 206837
650 1 4 $a Economics/Management Science. $3 273684
650 2 4 $a Finance/Investment/Banking. $3 511434
650 2 4 $a Quantitative Finance. $3 274071
650 2 4 $a Asset Growth/Pension Planning. $3 711133
650 2 4 $a Management/Business for Professionals. $3 283813
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-12667-8
950 $a Business and Economics (Springer-11643)