Advanced Fixed Income Analytics
Format:Hardback
Publisher:John Wiley & Sons Inc
Published:31st Oct '97
Currently unavailable, and unfortunately no date known when it will be back
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Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developments in the field by providing a practical account of quantitative methods in the fixed income market. Wesley Phoa covers a variety of important topics within the bond markets, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and return attribution. The information and guidance of Advanced Fixed Income Analytics has a strong emphasis on empirical analysis and practical applications that will prepare you for anything within the fixed income market.
ISBN: 9781883249342
Dimensions: 236mm x 158mm x 19mm
Weight: 517g
237 pages