Advanced Fixed Income Analytics
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

