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商品詳細
Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios. 確定利付ポートフォリオ分析
・ISBN 978-3-319-12666-1 hard EUR 99.99
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| 著者・編者 | Bolder, David Jamieson, |
|---|---|
| 出版社 | (Springer, GW) |
| 出版年月 | 2015 |
| ページ数 | 300 pp. |
| 言語 | ENG |
| ニュース番号 | ＜1 621-L174＞ |
解説
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.