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Advanced Fixed Income Analytics
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Advanced Fixed Income Analytics

Book Details

Format Hardback
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
KSh 20,700.00
Currently unavailable 0 in stock

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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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