Frank J. Fabozzi Ser.: Advanced Fixed Income Analytics by Wesley Phoa (1997,...
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A book that looks new but has been read. Cover has no visible wear, and the dust jacket (if applicable) is included for hard covers. No missing or damaged pages, no creases or tears, and no underlining/highlighting of text or writing in the margins. May be very minimal identifying marks on the inside cover. Very minimal wear and tear. See the seller’s listing for full details and description of any imperfections.
- Buy It NowFrank J. Fabozzi Ser.: Advanced Fixed Income Analytics by Wesley Phoa (1997,...
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Located in: Sherman Oaks, California, United States
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eBay item number:275274015059
Item specifics
- Condition
- Level
- Advanced
- ISBN
- 9781883249342
- Subject Area
- Business & Economics
- Publication Name
- Advanced Fixed Income Analytics
- Publisher
- Wiley & Sons, Incorporated, John
- Item Length
- 9.3 in
- Subject
- Finance / General, Investments & Securities / General
- Publication Year
- 1997
- Series
- Frank J. Fabozzi Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 0.8 in
- Item Weight
- 18.3 Oz
- Item Width
- 6.2 in
- Number of Pages
- 237 Pages
About this product
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
1883249341
ISBN-13
9781883249342
eBay Product ID (ePID)
791656
Product Key Features
Number of Pages
237 Pages
Language
English
Publication Name
Advanced Fixed Income Analytics
Publication Year
1997
Subject
Finance / General, Investments & Securities / General
Type
Textbook
Subject Area
Business & Economics
Series
Frank J. Fabozzi Ser.
Format
Hardcover
Dimensions
Item Height
0.8 in
Item Weight
18.3 Oz
Item Length
9.3 in
Item Width
6.2 in
Additional Product Features
Intended Audience
Scholarly & Professional
Series Volume Number
32
Illustrated
Yes
Table Of Content
Preface. 1. An Empirical Analysis of Yield Curve Dynamics. Fundamental Factors Driving the Evolution of the Yield Curve. Going Beyond the Fundamentals: Nuances of the Yield Curve. 2. Term Structure Models: A Portfolio Manager's Guide. Setting the Scene. Basic Concepts of Interest Rate Option Models. Relative Merits of Different Term Structure Models. Option Models in Practice. 3. Quantitative Approaches to Inflation-Indexed Bonds. Inflation-Indexed Bonds and Real Yields. Inflation-Indexed Bonds in a Nominal Portfolio. Advanced Analysis Approaches to Inflation-Indexed Bonds. 4. Long Bond Pricing Paradoxes and Long-Term Yields. Analysis of the Convexity Bias. Theorems about Very Long-Term Interest Rates. A Very Long-Term Analysis of the Bond Market. 5. Prepayment Analysis and Prepayment Model Risk. Prepayment Models: Goals, Construction, Fitting, Evaluation. Prepayment Model Risk. 6. Measures of Non Yield Curve Risk and Risk/Return. Setting the Scene: The Concept of OAS. Advanced Risk Measures. Relative Value Analysis for Mortgages. Appendix: Default Risk and Default Spreads. 7. Risk Measurement and Performance Attribution. Classifying Risk Measurement Tools. Interpreting the Results of Performance Attribution. Relating Different Frameworks for Performance Attribution. Index.
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., 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.
Item description from the seller
Seller feedback (5)
- 0***5 (1)- Feedback left by buyer.Past 6 monthsVerified purchaseResponsed quickly to questions. Item arrived within stated time. Packaging was appropriate. Item was as described. Was worth the price.
- d***u (184)- Feedback left by buyer.Past monthVerified purchaseGreat book, great shape, perfect shipping. Thank you!!
- eBay automated feedback- Feedback left by buyer.Past 6 monthsThis seller successfully completed an order.Samsung Galaxy S21 FE 5G - 128 GB - Olive (Unlocked) - GOOD (Comes with box) (#276796331162)
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Seller feedback (5)
- 0***5 (1)- Feedback left by buyer.Past 6 monthsVerified purchaseResponsed quickly to questions. Item arrived within stated time. Packaging was appropriate. Item was as described. Was worth the price.
- d***u (184)- Feedback left by buyer.Past monthVerified purchaseGreat book, great shape, perfect shipping. Thank you!!
- eBay automated feedback- Feedback left by buyer.Past 6 monthsThis seller successfully completed an order.Samsung Galaxy S21 FE 5G - 128 GB - Olive (Unlocked) - GOOD (Comes with box) (#276796331162)