Description - 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.
Buy Advanced Fixed Income Analytics by Wesley Phoa from Australia's Online Independent Bookstore, Boomerang Books.
(239mm x 161mm x 20mm)
Frank J. Fabozzi Associates
Publisher: Frank J. Fabozzi Associates
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Book Reviews - Advanced Fixed Income Analytics by Wesley Phoa
Author Biography - Wesley Phoa
Wesley Phoa is Vice President of Research at Capital Management Sciences.