Fixed-income portfolio analytics [electronic resource] : a practical guide to implementing, monitoring and understanding fixed-income portfolios / David Jamieson Bolder.

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Fixed-income portfolio analytics [electronic resource] : a practical guide to implementing, monitoring and understanding fixed-income portfolios / David Jamieson Bolder.

9783319126678 electronic book
3319126679 electronic book
9783319126661

Cham : Springer, [2015]

©2015

English

1 online resource.

10.1007/978-3-319-12667-8 doi

HG4529.5 .B65 2015eb

332.6

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. ℗ℓ ℗ℓ

Includes bibliographical references and indexes.

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Description based on online resource; title from PDF title page (viewed February 9, 2015).

Print version: 9783319126661

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