Advanced Fixed Income Analytics
by
Wesley Phoa
Book Details
Format
Hardback or Cased Book
Book Series
Frank J. Fabozzi Series
ISBN-10
1883249341
ISBN-13
9781883249342
Publisher
John Wiley & Sons Inc
Imprint
John Wiley & Sons Inc
Country of Manufacture
US
Country of Publication
GB
Publication Date
Oct 31st, 1997
Print length
237 Pages
Weight
517 grams
Dimensions
23.60 x 15.80 x 1.90 cms
Product Classification:
Finance & accounting
Ksh 20,700.00
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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.
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