| 청구기호 |
HG4650 .C65 2005eb |
| 형태사항 |
1 online resource (xiv, 143 pages) : illustrations.
|
| 언어 |
English |
| 서지주기 |
Includes bibliographical references and index.
|
| 내용 |
Fixed Income Attribution; Contents; Preface; Acknowledgements; A Note on Notation; 1 Attribution in the Investment Process; 2 Calculation of Returns; 3 Simple Attribution; 4 Yield Curves in Attribution; 5 Interest Rate Risk and Portfolio Management; 6 Measuring Changes in Yield Curves; 7 Converting Yield Movements into Performance; 8 The Hierarchy of Fixed Income Returns; 9 Yield Return and Coupon Return; 10 Treasury Curve Return; 11 Roll Return; 12 Credit Return; 13 Optionality Return; 14 Asset Allocation Return; 15 Other Sources of Return; 16 Worked Examples.
|
| 주제 |
Fixed-income securities.
Portfolio management.
Rate of return.
BUSINESS & ECONOMICS --Investments & Securities --General. --bisacsh
Fixed-income securities. --fast --(OCoLC)fst00926888
Portfolio management. --fast --(OCoLC)fst01072072
Rate of return. --fast --(OCoLC)fst01090236
|
| ISBN |
0470013583q(electronic bk.)
9780470013588q(electronic bk.)
9781118673560q(electronic bk.)
1118673565 |
