Advanced Fixed Income Analytics

Hardback Published on: 31/10/1997
Price: £114
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Synopsis

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.

Publisher information

  • Publisher: John Wiley & Sons Inc
  • ISBN: 9781883249342
  • Number of pages: 237
  • Dimensions: 236 x 158 x 19 mm
  • Weight: 517g
  • Languages: English

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