Wiley.com
Print this page Share

Advanced Fixed Income Analytics

ISBN: 978-1-883249-34-2
Hardcover
237 pages
November 1997
List Price: US $146.50
Government Price: US $93.76
Enter Quantity:   Buy
Advanced Fixed Income Analytics (1883249341) cover image

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.

Related Titles

More From This Series

by Frank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner
by Svetlozar T. Rachev, Young Shin Kim, Michele L. Bianchi, Frank J. Fabozzi
by Svetlozar T. Rachev, Markus Hoechstoetter, Frank J. Fabozzi, Sergio M. Focardi

Investments & Securities

by Frank J. Fabozzi (Editor)
by Frank J. Fabozzi, James L. Grant
by Frank J. Fabozzi (Editor)
by Frank J. Fabozzi (Editor)
Back to Top