Fixed-Income Portfolio Analytics

Fixed-Income Portfolio Analytics
Author :
Publisher : Springer
Total Pages : 559
Release :
ISBN-10 : 9783319126678
ISBN-13 : 3319126679
Rating : 4/5 (679 Downloads)

Book Synopsis Fixed-Income Portfolio Analytics by : David Jamieson Bolder

Download or read book Fixed-Income Portfolio Analytics written by David Jamieson Bolder and published by Springer. This book was released on 2015-02-02 with total page 559 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Fixed-Income Portfolio Analytics Related Books

Fixed-Income Portfolio Analytics
Language: en
Pages: 559
Authors: David Jamieson Bolder
Categories: Business & Economics
Type: BOOK - Published: 2015-02-02 - Publisher: Springer

DOWNLOAD EBOOK

The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of und
Fixed Income Analytics
Language: en
Pages: 490
Authors: Kenneth D. Garbade
Categories: Business & Economics
Type: BOOK - Published: 1996 - Publisher: MIT Press

DOWNLOAD EBOOK

Bringing together 20 papers written by, and for, practitioners in the US treasury, this text on fixed income analysis, focuses on applicable techniques, and pre
Fixed Income Analytics
Language: en
Pages: 0
Authors: Wolfgang Marty
Categories: Business & Economics
Type: BOOK - Published: 2017-10-24 - Publisher: Springer

DOWNLOAD EBOOK

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond
Introduction to Fixed Income Analytics
Language: en
Pages: 501
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2010-09-17 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fu
Portfolio Construction and Analytics
Language: en
Pages: 579
Authors: Frank J. Fabozzi
Categories: Business & Economics
Type: BOOK - Published: 2016-03-23 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic invest