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

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 tec...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bolder, David (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer, [2015]
Temas:
Portfolio management.
Fixed-income securities.
Finance.
Finance, general.
Quantitative Finance.
Wealth Management/Pension Planning.
Management.
Gestion de portefeuille.
Finance & accounting.
Management & management techniques.
BUSINESS & ECONOMICS > Finance.
Fixed-income securities
Portfolio management
finance
investering
investment
banken
banks
economie
economics
bedrijfswetenschap
management science
bedrijfsvoering
management
pensioenen
pensions
Management studies, Business Administration, Organizational Science (General)
Economics (General)
Management, bedrijfskunde, organisatiekunde (algemeen)
Economie (algemeen)
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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