Fixed-Income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cham
Springer International Publishing
2015
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Schlagworte: | |
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Beschreibung: | 1 Online-Ressource (XXVII, 544 p.) Ill. |
ISBN: | 9783319126678 |
DOI: | 10.1007/978-3-319-12667-8 |
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Datensatz im Suchindex
DE-BY-FWS_katkey | 549574 |
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adam_text | FIXED-INCOME PORTFOLIO ANALYTICS
/ BOLDER, DAVID JAMIESON
: 2015
ABSTRACT / INHALTSTEXT
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.
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
FIXED-INCOME PORTFOLIO ANALYTICS
/ BOLDER, DAVID JAMIESON
: 2015
TABLE OF CONTENTS / INHALTSVERZEICHNIS
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
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Bolder, David Jamieson |
author_GND | (DE-588)17174697X |
author_facet | Bolder, David Jamieson |
author_role | aut |
author_sort | Bolder, David Jamieson |
author_variant | d j b dj djb |
building | Verbundindex |
bvnumber | BV042387093 |
classification_rvk | QP 310 QK 810 |
collection | ZDB-2-SBE |
ctrlnum | (OCoLC)904389500 (DE-599)BVBBV042387093 |
dewey-full | 657.8333 658.152 |
dewey-hundreds | 600 - Technology (Applied sciences) |
dewey-ones | 657 - Accounting 658 - General management |
dewey-raw | 657.8333 658.152 |
dewey-search | 657.8333 658.152 |
dewey-sort | 3657.8333 |
dewey-tens | 650 - Management and auxiliary services |
discipline | Wirtschaftswissenschaften |
doi_str_mv | 10.1007/978-3-319-12667-8 |
format | Electronic eBook |
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id | DE-604.BV042387093 |
illustrated | Illustrated |
indexdate | 2024-08-01T12:05:39Z |
institution | BVB |
isbn | 9783319126678 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027823053 |
oclc_num | 904389500 |
open_access_boolean | |
owner | DE-1046 DE-1043 DE-Aug4 DE-1049 DE-859 DE-473 DE-BY-UBG DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-92 DE-2070s DE-573 DE-M347 DE-703 DE-739 DE-634 DE-824 DE-860 DE-898 DE-BY-UBR DE-861 DE-1051 DE-706 |
owner_facet | DE-1046 DE-1043 DE-Aug4 DE-1049 DE-859 DE-473 DE-BY-UBG DE-863 DE-BY-FWS DE-862 DE-BY-FWS DE-92 DE-2070s DE-573 DE-M347 DE-703 DE-739 DE-634 DE-824 DE-860 DE-898 DE-BY-UBR DE-861 DE-1051 DE-706 |
physical | 1 Online-Ressource (XXVII, 544 p.) Ill. |
psigel | ZDB-2-SBE ZDB-2-SBE_2015_ |
publishDate | 2015 |
publishDateSearch | 2015 |
publishDateSort | 2015 |
publisher | Springer International Publishing |
record_format | marc |
spellingShingle | Bolder, David Jamieson Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios Wirtschaftslehre (DE-588)4079346-1 gnd Portfoliomanagement (DE-588)4115601-8 gnd Finanzierung (DE-588)4017182-6 gnd |
subject_GND | (DE-588)4079346-1 (DE-588)4115601-8 (DE-588)4017182-6 |
title | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios |
title_auth | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios |
title_exact_search | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios |
title_full | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios by David Jamieson Bolder |
title_fullStr | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios by David Jamieson Bolder |
title_full_unstemmed | Fixed-Income Portfolio Analytics A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios by David Jamieson Bolder |
title_short | Fixed-Income Portfolio Analytics |
title_sort | fixed income portfolio analytics a practical guide to implementing monitoring and understanding fixed income portfolios |
title_sub | A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios |
topic | Wirtschaftslehre (DE-588)4079346-1 gnd Portfoliomanagement (DE-588)4115601-8 gnd Finanzierung (DE-588)4017182-6 gnd |
topic_facet | Wirtschaftslehre Portfoliomanagement Finanzierung |
url | https://doi.org/10.1007/978-3-319-12667-8 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027823053&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027823053&sequence=000003&line_number=0002&func_code=DB_RECORDS&service_type=MEDIA |
work_keys_str_mv | AT bolderdavidjamieson fixedincomeportfolioanalyticsapracticalguidetoimplementingmonitoringandunderstandingfixedincomeportfolios |