Advanced Fixed Income Analytics
By (author) Wesley Phoa
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Advanced Fixed Income Analytics by Wesley Phoa
Book DescriptionAdvanced 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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Book DetailsISBN: 9781883249342
(239mm x 161mm x 20mm)
Imprint: Frank J. Fabozzi Associates
Publisher: Frank J. Fabozzi Associates
Publish Date: 31-Oct-1997
Country of Publication: United States
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Author Biography - Wesley Phoa
Wesley Phoa is Vice President of Research at Capital Management Sciences.
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