Fixed-income portfolio analytics a practical guide to implementing, monitoring and understanding fixed-income portfolios
Saved in:
| Main 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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| 100 | 1 | |a Bolder, David, |e author. | |
| 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] | |
| 264 | 4 | |c ©2015 | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file |b PDF |2 rda | ||
| 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 |
| 856 | 4 | 0 | |u https://lib-proxy01.skidmore.edu/login?url=http://link.springer.com/10.1007/978-3-319-12667-8 |z Link to e-book |t 0 |
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