Advanced Fixed Income Analytics (Frank J. Fabozzi Series)

Advanced Fixed Income Analytics (Frank J. Fabozzi Series)

Editorial Reviews
Book Description
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.

Book Info
Provides an accessible and practical introduction to a number of advanced topics in fixed income theory.

Advanced Fixed Income Analytics (Frank J. Fabozzi Series)

Advanced Fixed Income Analytics (Frank J. Fabozzi Series),Wesley Phoa,Wiley,1883249341,Business & Economics,Business / Economics / Finance,Business/Economics,Investments & Securities - General,Securities,Business & Economics / Finance,Finance & Accounting

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Book Details

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