Advanced Fixed Income Analytics - Couverture rigide

Phoa, Wesley

 
9781883249342: Advanced Fixed Income Analytics

Synopsis

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.

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À propos de l?auteur

Wesley Phoa is Vice President of Research at Capital Management Sciences.

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