Advanced Fixed Income Analytics (Frank J. Fabozzi Series)
Автор:Wesley Phoa Год: [не указано] Издание: [не указанo] Страниц: [не указано] ISBN: 1883249341 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.