Fixed-income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-income Portfolios

Bolder, David Jamieson

ISBN 10: 3319365444 / ISBN 13: 9783319365442

Published by Springer Verlag, 2016

About this Item

reprint edition. 574 pages. 9.25x6.10x1.34 inches. In Stock.

Seller Inventory # x-3319365444

Bibliographic Details

• Title: Fixed-income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-income Portfolios
• Publisher: Springer Verlag
• Publication Date: 2016
• Language: English
• ISBN 10: 3319365444
• ISBN 13: 9783319365442
• Binding: Paperback
• Condition: Brand New

About this title

Synopsis

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.