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Fixed-Income Portfolio Analytics : A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios
Bolder, David Jamieson - 2015
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...
Persistent link: https://www.econbiz.de/10012402013
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Credit-Risk Modelling : Theoretical Foundations, Diagnostic Tools, Practical Examples, and Numerical Recipes in Python
Bolder, David Jamieson - 2018
ongoing and increasing importance for finance practitioners. It is, unfortunately, a topic with a high degree of technical …
Persistent link: https://www.econbiz.de/10012396938