Fixed-income portfolio analytics : a practical guide to implementing, monitoring and understanding fixed-Income portfolios (Record no. 102889)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01960nam a22001817a 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9783319126661 |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.6 BOL |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Bolder, David Jamieson |
| 245 ## - TITLE STATEMENT | |
| Title | Fixed-income portfolio analytics : a practical guide to implementing, monitoring and understanding fixed-Income portfolios |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | New York |
| Name of publisher, distributor, etc. | Springer |
| Date of publication, distribution, etc. | 2015 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xxiii, 544 p. |
| Other physical details | 23 cm ; Hard |
| 500 ## - GENERAL NOTE | |
| General note | Alpha |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 1 What Is Portfolio Analytics? <br/>Part I From Risk Factors to Returns<br/>2 Computing Exposures.<br/>3 A Useful Approximation ..<br/>4 Extending Our Framework<br/>Part II The Yield Curve<br/>5 Fitting Yield Curves<br/>6 Modelling Yield Curves .<br/>Part III Performance<br/>7 Basic Performance Attribution<br/>8 Advanced Performance Attribution<br/>9 Traditional Performance Attribution<br/>Part IV Risk<br/>10 Introducing Risk <br/>11 Portfolio Risk.<br/>12 Exploring Uncertainty in Risk Measurement .<br/>Part V Risk and Performance<br/>13 Combining Risk and Return<br/>14 The Ex-Post World ..<br/>A Some Mathematical Background <br/>B a Few Thoughts on Optimization <br/>Index .. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | 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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Portfolio management |
| -- | Fixed-income securities |
| -- | Portfolio management--Mathematical models |
| -- | Fixed-income securities--Mathematical models |
| -- | Industrial management |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://www.springer.com/gp/book/9783319126661">http://www.springer.com/gp/book/9783319126661</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 08/07/2016 | 332.6 BOL | B2142 | 09/07/2016 | 22/06/2019 | Books |