000 | 01960nam a22001817a 4500 | ||
---|---|---|---|
020 | _a9783319126661 | ||
082 | _a332.6 BOL | ||
100 | _aBolder, David Jamieson | ||
245 | _aFixed-income portfolio analytics : a practical guide to implementing, monitoring and understanding fixed-Income portfolios | ||
260 |
_aNew York _bSpringer _c2015 |
||
300 |
_axxiii, 544 p. _b23 cm ; Hard |
||
500 | _aAlpha | ||
505 | _a1 What Is Portfolio Analytics? Part I From Risk Factors to Returns 2 Computing Exposures. 3 A Useful Approximation .. 4 Extending Our Framework Part II The Yield Curve 5 Fitting Yield Curves 6 Modelling Yield Curves . Part III Performance 7 Basic Performance Attribution 8 Advanced Performance Attribution 9 Traditional Performance Attribution Part IV Risk 10 Introducing Risk 11 Portfolio Risk. 12 Exploring Uncertainty in Risk Measurement . Part V Risk and Performance 13 Combining Risk and Return 14 The Ex-Post World .. A Some Mathematical Background B a Few Thoughts on Optimization Index .. | ||
520 | _aThe 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 |
_aPortfolio management _aFixed-income securities _aPortfolio management--Mathematical models _aFixed-income securities--Mathematical models _aIndustrial management |
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856 | _uhttp://www.springer.com/gp/book/9783319126661 | ||
942 | _cBK | ||
999 |
_c102889 _d102889 |