Advanced Fixed Income Analytics
Author | : Wesley Phoa |
Publisher | : John Wiley & Sons |
Total Pages | : 242 |
Release | : 1997-11-09 |
ISBN-10 | : 1883249341 |
ISBN-13 | : 9781883249342 |
Rating | : 4/5 (342 Downloads) |
Download or read book Advanced Fixed Income Analytics written by Wesley Phoa and published by John Wiley & Sons. This book was released on 1997-11-09 with total page 242 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.