LEADER 03811nam  22007335  450 
001 9910298494703321
005 20200919230421.0
010   $a3-319-12667-9
024 7 $a10.1007/978-3-319-12667-8
035   $a(CKB)3710000000355367
035   $a(EBL)1963388
035   $a(SSID)ssj0001451882
035   $a(PQKBManifestationID)11801458
035   $a(PQKBTitleCode)TC0001451882
035   $a(PQKBWorkID)11478616
035   $a(PQKB)11493421
035   $a(DE-He213)978-3-319-12667-8
035   $a(MiAaPQ)EBC1963388
035   $a(PPN)184493935
035   $a(EXLCZ)993710000000355367
100   $a20150202d2015      u|         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 10$aFixed-Income Portfolio Analytics $eA Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios /$fby David Jamieson Bolder
205   $a1st ed. 2015.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2015.
215   $a1 online resource (559 p.)
300   $aDescription based upon print version of record.
311   $a3-319-12666-0 
320   $aIncludes bibliographical references and indexes.
327   $aWhat Is Portfolio Analytics?- From Risk Factors to Returns: Computing Exposures -- A Useful Approximation -- Extending Our Framework -- The Yield Curve: Fitting Yield Curves -- Modelling Yield Curves -- Performance: Basic Performance Attribution -- Advanced Performance Attribution -- Traditional Performance Attribution -- Risk: Introducing Risk -- Portfolio Risk -- Exploring Uncertainty in Risk Measurement -- Risk and Performance: Combining Risk and Return -- The Ex-Post World -- Appendix: Some Mathematical Background -- A Few Thoughts on Optimization -- Index.
330   $aThe 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.    .
606   $aFinance
606   $aEconomics, Mathematical 
606   $aPersonal finance
606   $aPension plans
606   $aManagement
606   $aFinance, general$3https://scigraph.springernature.com/ontologies/product-market-codes/600000
606   $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062
606   $aPersonal Finance/Wealth Management/Pension Planning$3https://scigraph.springernature.com/ontologies/product-market-codes/622000
606   $aManagement$3https://scigraph.springernature.com/ontologies/product-market-codes/515000
615  0$aFinance.
615  0$aEconomics, Mathematical .
615  0$aPersonal finance.
615  0$aPension plans.
615  0$aManagement.
615 14$aFinance, general.
615 24$aQuantitative Finance.
615 24$aPersonal Finance/Wealth Management/Pension Planning.
615 24$aManagement.
676   $a330
676   $a332.041
676   $a519
676   $a650
676   $a657.8333
676   $a658.152
700   $aBolder$b David Jamieson$4aut$4http://id.loc.gov/vocabulary/relators/aut$01059228
906   $aBOOK
912   $a9910298494703321
996   $aFixed-Income Portfolio Analytics$92504705
997   $aUNINA