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Wesley Phoa

Advanced Fixed Income Analytics (Frank J. Fabozzi Series)

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ISBN: 1883249341, 9781883249342
Издательство: John Wiley & Sons
Год издания: 1997
Страниц: 238
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.