Overview
- Provides a common and consistent framework for performance and risk analytics
- Full of practical examples - over 160 figures and almost 100 tables - to support complex ideas
- Shows not only how to measure and attribute performance and risk, but also how to test their consistency
- Includes supplementary material: sn.pub/extras
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Table of contents (14 chapters)
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Front Matter
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From Risk Factors to Returns
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Front Matter
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The Yield Curve
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Front Matter
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Performance
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Front Matter
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Risk
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Front Matter
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Risk and Performance
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Front Matter
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Keywords
About this book
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.
Authors and Affiliations
Bibliographic Information
Book Title: Fixed-Income Portfolio Analytics
Book Subtitle: A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
Authors: David Jamieson Bolder
DOI: https://doi.org/10.1007/978-3-319-12667-8
Publisher: Springer Cham
eBook Packages: Business and Economics, Economics and Finance (R0)
Copyright Information: Springer International Publishing Switzerland 2015
Hardcover ISBN: 978-3-319-12666-1Published: 12 March 2015
Softcover ISBN: 978-3-319-36544-2Published: 08 October 2016
eBook ISBN: 978-3-319-12667-8Published: 02 February 2015
Edition Number: 1
Number of Pages: XXVII, 544
Number of Illustrations: 155 b/w illustrations, 15 illustrations in colour
Topics: Finance, general, Quantitative Finance, Personal Finance/Wealth Management/Pension Planning, Management