Fixed-Income Portfolio Analytics: A Practical Guide to Implementing, Monitoring and Understanding Fixed-Income Portfolios

by David Jamieson Bolder

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.

571 pages, Paperback

First published February 2, 2015

Reviews

[Mike Harris]

This book is as close to perfect has one could be on the subject. It is high level going over the general concepts and what they mean for a portfolio manager while driving into the details of the mathematics for someone implementing the data analysis. The book beautifully goes into the theory and then matches up the theory with practical yet easy to follow real world examples which are fully worked out.

If you are looking to have a deeper understanding of fixed income analytics at either the security or portfolio/benchmark level I have not found a better resource on the topic.

A great read!