Frank J. Fabozzi Series
Advanced Fixed Income Analytics
Wesley Phoa
Business & Economics / Finance / General
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.
Wesley Phoa is Vice President of Research at Capital Management Sciences.
| Publication Date: |
09 November 1997 |
| Publisher: |
Wiley |
| Imprint: |
Wiley |
| ISBN-13: |
9781883249342 |
| Format: |
Hardback |
| Page Count: |
237 |
| Weight (oz): |
18.24 |