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Fixed-income portfolio analytics = a...

Bolder, David Jamieson.

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Fixed-income portfolio analytics = a practical guide to implementing, monitoring and understanding fixed-income portfolios /

Record Type:	Electronic resources : 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.
Published:	Cham :Springer International Publishing : : 2015.,
Description:	xxvii, 544 p. :ill., digital ;24 cm.
[NT 15003449]:	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.
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 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. - 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:

646616
Portfolio management.

LC Class. No.: HG4529.5

Dewey Class. No.: 332.6

Fixed-income portfolio analytics = a practical guide to implementing, monitoring and understanding fixed-income portfolios /
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100 1 $a Bolder, David Jamieson. $3 2134411
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 646616
650 0 $a Fixed-income securities. $3 657423
650 1 4 $a Economics/Management Science. $3 890844
650 2 4 $a Finance/Investment/Banking. $3 1530231
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