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.

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


Book Information
ISBN 9781883249342
Author Wesley Phoa
Format Hardback
Page Count 237
Imprint John Wiley & Sons Inc
Publisher John Wiley & Sons Inc
Weight(grams) 517g
Dimensions(mm) 236mm * 158mm * 19mm