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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.

Ketersediaan

Call NumberLocationAvailable
332.632 BOL fPSB lt.1 - B. Penunjang1
Penerbit New York Springer Heidelberg.,
Edisi -
Subjek Mathematics
Portfolio management
Fixed
income securities
Rate of return
ISBN/ISSN 9783319126661
Klasifikasi NONE
Deskripsi Fisik xxvii, 544 p. : ill. ; 24 cm.
Info Detail Spesifik -
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