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Advanced Fixed Income Analytics
Wesley Phoa
€ 139.97
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Description for Advanced Fixed Income Analytics
Hardback. Num Pages: 237 pages, Illustrations. BIC Classification: KF. Category: (UF) Further/Higher Education; (XV) Technical / Manuals. Dimension: 239 x 161 x 20. Weight in Grams: 511.
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.
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.
Product Details
Format
Hardback
Publication date
1997
Publisher
Frank J. Fabozzi Associates United States
Number of pages
237
Condition
New
Number of Pages
237
Place of Publication
New York, United States
ISBN
9781883249342
SKU
V9781883249342
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Wesley Phoa
Wesley Phoa is Vice President of Research at Capital Management Sciences.
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