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Advanced Fixed Income Analytics

Name: Advanced Fixed Income Analytics
Brand: Frank J. Fabozzi Associates
SKU: 08021650
Price: 144.72 EUR
Availability: InStock
Author: Wesley Phoa
ISBN: 9781883249342

Wesley Phoa

Language

English

Book Hardback

Libristo code: 08021650

Publishers Frank J. Fabozzi Associates, October 1997

Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developm... Full description

Libristo code: 08021650

351 b

144.72 €

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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.