Advanced Fixed Income Analytics
Phoa, Wesley
Leveringstid: 7-30 dager
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Omtale
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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Utgivelsesdato:
31.10.1997
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ISBN/Varenr:
9781883249342
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Språk:
Engelsk
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Forlag:
John Wiley & Sons Inc
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Innbinding:
Innbundet
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Fagtema:
Økonomi, finans, næringsliv og ledelse
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Serie:
Frank J. Fabozzi Series
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Litteraturtype:
Faglitteratur
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Sider:
237
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Høyde:
23.6 cm
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Bredde:
15.8 cm