Fixed-Income Portfolio Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed-Income Portfolio Analytics write by David Jamieson Bolder. This book was released on 2015-02-02. Fixed-Income Portfolio Analytics available in PDF, EPUB and Kindle. 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.
Fixed Income Analytics
Fixed Income Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Analytics write by Kenneth D. Garbade. This book was released on 1996. Fixed Income Analytics available in PDF, EPUB and Kindle. Bringing together 20 papers written by, and for, practitioners in the US treasury, this text on fixed income analysis, focuses on applicable techniques, and presents quantitative methodologies for the analysis of fixed income securities.
Fixed Income Analytics
Fixed Income Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Analytics write by Wolfgang Marty. This book was released on 2017-10-24. Fixed Income Analytics available in PDF, EPUB and Kindle. This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.
Introduction to Fixed Income Analytics
Introduction to Fixed Income Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Introduction to Fixed Income Analytics write by Frank J. Fabozzi. This book was released on 2010-09-17. Introduction to Fixed Income Analytics available in PDF, EPUB and Kindle. A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Since publication over eight years ago, the markets have experienced cathartic change. That's why authors Frank Fabozzi and Steven Mann have returned with a fully updated Second Edition. This reliable resource reflects current economic conditions, and offers additional chapters on relative value analysis, value-at-risk measures and information on instruments like TIPS (treasury inflation protected securities). Offers insights into value-at-risk, relative value measures, convertible bond analysis, and much more Includes updated charts and descriptions using Bloomberg screens Covers important analytical concepts used by portfolio managers Understanding fixed-income analytics is essential in today's dynamic financial environment. The Second Edition of Introduction to Fixed Income Analytics will help you build a solid foundation in this field.
Portfolio Construction and Analytics
Portfolio Construction and Analytics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Portfolio Construction and Analytics write by Frank J. Fabozzi. This book was released on 2016-03-23. Portfolio Construction and Analytics available in PDF, EPUB and Kindle. A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike. With complete and detailed coverage of portfolio analytics and modeling methods, this book is unique in its multi-disciplinary approach. Investment analytics involves the input of a variety of areas, and this guide provides the perspective of data management, modeling, software resources, and investment strategy to give you a truly comprehensive understanding of how today's firms approach the process. Real-world examples provide insight into analytics performed with vendor software, and references to analytics performed with open source software will prove useful to both students and practitioners. Portfolio analytics refers to all of the methods used to screen, model, track, and evaluate investments. Big data, regulatory change, and increasing risk is forcing a need for a more coherent approach to all aspects of investment analytics, and this book provides the strong foundation and critical skills you need. Master the fundamental modeling concepts and widely used analytics Learn the latest trends in risk metrics, modeling, and investment strategies Get up to speed on the vendor and open-source software most commonly used Gain a multi-angle perspective on portfolio analytics at today's firms Identifying investment opportunities, keeping portfolios aligned with investment objectives, and monitoring risk and performance are all major functions of an investment firm that relies heavily on analytics output. This reliance will only increase in the face of market changes and increased regulatory pressure, and practitioners need a deep understanding of the latest methods and models used to build a robust investment strategy. Portfolio Construction and Analytics is an invaluable resource for portfolio management in any capacity.
