Advanced Fixed Income Analytics

By Wesley Phoa

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.

• Format: Hardcover
• Language: English
• ISBN: 1883249341
• ISBN13: 9781883249342
• Release Date: October 1997
• Publisher: Wiley
• Length: 237 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.7" x 6.3" x 9.3"