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Advanced Fixed Income Analytics.

Advanced Fixed Income Analytics.

・ISBN 978-1-883249-34-2 cloth US$ 154.00

¥36,082.- (税込) (※)価格はご注文時の参考価格となります。
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お気に入り
著者・編者Phoa, Wesley,
出版社(McGraw-Hill, US)
出版年月1998
ページ数240 pp.
言語ENG
ニュース番号<442-536>

解説

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.