Advanced Fixed Income Analytics
Language: English
Published by Wiley, 1997
- Hardcover
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- Title
- Advanced Fixed Income Analytics
- Author
- Phoa, Wesley
- Publisher
- Wiley
- Publication year
- 1997
- Condition
- Good
- Binding
- hardcover
- Language
- English
- ISBN 10
- 1883249341
- ISBN 13
- 9781883249342
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.
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About the Author
Wesley Phoa is Vice President of Research at Capital Management Sciences.
"About the title" may belong to another edition of this title.
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