Advanced Fixed Income Analytics

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A01=Wesley Phoa
abreast
advanced
analysis
analytics
applications
attribution
Author_Wesley Phoa
bond
Category=KF
credit
emphasis
empirical
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
field
fixed
guidance
important topics
income
latest developments
markets
phoa
practical
professionals
strong
variety

Product details

  • ISBN 9781883249342
  • Weight: 517g
  • Dimensions: 158 x 236mm
  • Publication Date: 31 Oct 1997
  • Publisher: John Wiley & Sons Inc
  • Publication City/Country: US
  • Product Form: Hardback
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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.

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