Fixed-Income Portfolio Analytics: A Practical Guide to

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 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.
Country USA
Brand Springer
Manufacturer Springer
Binding Hardcover
ItemPartNumber 155 black & white illustrations, 15 colo
ReleaseDate 2015-03-12
UnitCount 1
UPCs 884493457745
EANs 9783319126661

Country	USA
Brand	Springer
Manufacturer	Springer
Binding	Hardcover
ItemPartNumber	155 black & white illustrations, 15 colo
ReleaseDate	2015-03-12
UnitCount	1
UPCs	884493457745
EANs	9783319126661

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