- Hardcover
- Used

Seller: Bay State Book Company, North Smithfield, RI, U.S.A.Bay State Book Company
AbeBooks seller since January 23, 2023
Condition: Used - Good
US$ 25.46
Quantity: 1 available
Add to basketItem description from seller
The book is in good condition with all pages and cover intact, including the dust jacket if originally issued. The spine may show light wear. Pages may contain some notes or highlighting, and there might be a "From the library of" label. Boxed set packaging, shrink wrap, or included media like CDs may be missing.
Seller Inventory # BSM.1DBT2
- Title
- Fixed Income Analytics
- Publisher
- Mit Pr
- Publication year
- 1996
- Condition
- good
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 0262071762
- ISBN 13
- 9780262071765
Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the few, if not only, books on fixed income analysis that focuses on applicable techniques while remaining analytically rigorous.Divided into four parts, Fixed Income Analytics presents quantitative methodologies for the analysis of fixed income securities, such as U.S. Treasury bills, notes, bonds, and STRIPS that have no credit risk. Examined in part I are basic concepts of bond yield and bond duration; in part II, yield curves and the problem of assessing relative value; in part III, topics in fixed income portfolio management associated with change in the shape of the yield curve -- yield curve trades, butterfly trades, and hedging -- and in part IV, the characteristics and consequences of fluctuations in the shape of the yield curve.
"Synopsis" may belong to another edition of this title.
About the Author
Kenneth D. Garbade is a Vice President of the Federal Reserve Bank of New York.
"About the title" may belong to another edition of this title.
Bay State Book Company
North Smithfield, RI, U.S.A.
AbeBooks seller since January 23, 2023
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We are a local book store that specializes in used books. Our delivery is quick. Same day shipping most of the time and most books arrive within 5 days or ordering.
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History, fiction, children's booksSeller's business information
Bay State Book Company LLC
473 saint paul st, suite 1 (Bay State Books)
North Smithfield, RI U.S.A. 02896