| 书目名称 | Fixed-Income Portfolio Analytics |
| 副标题 | A Practical Guide to |
| 编辑 | David Jamieson Bolder |
| 视频video | |
| 概述 | 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 measu |
| 图书封面 |  |
| 描述 | .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.. |
| 出版日期 | Book 2015 |
| 关键词 | Fixed Income; Performance Attribution; Portfolio Analytics; Risk Attribution; Risk Measurement; Yield Cur |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-12667-8 |
| isbn_softcover | 978-3-319-36544-2 |
| isbn_ebook | 978-3-319-12667-8 |
| copyright | Springer International Publishing Switzerland 2015 |
发表于 2025-3-21 18:18:27
