Advanced Fixed Income Analytics

Wesley Phoa author

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:31st Oct '97

Currently unavailable, and unfortunately no date known when it will be back

Advanced Fixed Income Analytics cover

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