Fixed-income portfolio analytics : a practical guide to implementing, monitoring and understanding fixed-income portfolios /: a practical guide to implementing, monitoring and understanding fixed-income portfolios. ([2015])

• Record Type: Book
• Further Information: Note: David Jamieson Bolder.
• Authors: Bolder, David
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Copyright Date: 2015
• Extent: 1 online resource
• Subjects: 332.6; Finance; Portfolio management; Fixed-income securities; Fixed-income securities; Portfolio management; Mathematics -- Applied; Business & Economics -- Finance; Business & Economics -- Management; Finance & accounting; Finance; Management & management techniques; Personal finance; Management; Electronic books
• Languages: English
• ISBNs: 9783319126678; 3319126679; 3319126660; 9783319126661
• Related ISBNs: 9783319126661
• Notes: Note: Includes bibliographical references and indexes.; Note: Online resource; title from PDF title page (EBSCO, viewed February 9, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.