Fixed-income portfolio analytics: a practical guide to implementing, monitoring and understanding fixed-income portfolios
Auteur :
Bolder, David Jamieson
Éditeur :
Springer International Publishing AG
ISBN :
9783319365442
Date de publication :
8 oct. 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.