Advanced fixed income analytics /
Phoa, Wesley.
Advanced fixed income analytics / - New Hope, Penn. : Frank J. Fabozzi Associates, c1998. - viii, 229 p. :
Includes bibliograpical references and index.
This book provides an accessible and practical introduction to a number of advanced topics in fixed income theory. It assumes familiarity with the most basic concepts in bond markets- for example, effective duration and convexity, option pricing with the Black-Scholes model, the concept of option-adjusted spread, and mortgage prepayments- together with some practical experience in analyzing bond portfolios.
1883249341 9781883249342
Fixed-income securities
.Portfolio management.
Bond market.
332.632'044 / PHO
Advanced fixed income analytics / - New Hope, Penn. : Frank J. Fabozzi Associates, c1998. - viii, 229 p. :
Includes bibliograpical references and index.
This book provides an accessible and practical introduction to a number of advanced topics in fixed income theory. It assumes familiarity with the most basic concepts in bond markets- for example, effective duration and convexity, option pricing with the Black-Scholes model, the concept of option-adjusted spread, and mortgage prepayments- together with some practical experience in analyzing bond portfolios.
1883249341 9781883249342
Fixed-income securities
.Portfolio management.
Bond market.
332.632'044 / PHO