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Fixed-income portfolio analyticsa pr...

Bolder, David Jamieson.

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

紀錄類型:	書目-電子資源 : Monograph/item
正題名/作者:	Fixed-income portfolio analyticsby David Jamieson Bolder.
其他題名:	a practical guide to implementing, monitoring and understanding fixed-income portfolios /
作者:	Bolder, David Jamieson.
出版者:	Cham :Springer International Publishing :2015.
面頁冊數:	xxvii, 544 p. :ill., digital ;24 cm.
Contained By:	Springer eBooks
標題:	Portfolio management.
電子資源:	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 /
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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.
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