Fixed-income portfolio analytics a practical guide to implementing, monitoring and understanding fixed-income portfolios

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Bibliographic Details
Main Author: Bolder, David (Author)
Language:English
Subjects:
Online Access:Link to e-book
Physical Description:1 online resource
Bibliography:Includes bibliographical references and indexes.
Published: Cham : Springer, [2015]
ISBN:9783319126678
3319126679
3319126660
9783319126661
Access:License restrictions may limit access.
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245 1 0 |a Fixed-income portfolio analytics  |h [electronic resource] :  |b a practical guide to implementing, monitoring and understanding fixed-income portfolios /  |c David Jamieson Bolder. 
264 1 |a Cham :  |b Springer,  |c [2015] 
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504 |a Includes bibliographical references and indexes. 
588 0 |a Online resource; title from PDF title page (EBSCO, viewed February 9, 2015). 
505 0 |a What 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. 
506 |a License restrictions may limit access. 
596 |a Springer eBook collection 
597 |a Individual chapters in PDF format. 
650 0 |a Portfolio management. 
650 0 |a Fixed-income securities. 
776 0 8 |i Printed edition:  |z 9783319126661 
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