This Book is in Good Condition. Clean Copy With Light Amount of Wear. 100% Guaranteed. Summary: "Fixed Income Analytics is an outstanding combination of theprecision of academicswith the institutional detail of the real world.It is required reading for any serious MBA student."William L. Silber, Professor of Finance and Economics,New York University. Buchnummer des Verkäufers
Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the few, if not only, books on fixed income analysis that focuses on applicable techniques while remaining analytically rigorous.Divided into four parts, Fixed Income Analytics presents quantitative methodologies for the analysis of fixed income securities, such as U.S. Treasury bills, notes, bonds, and STRIPS that have no credit risk. Examined in part I are basic concepts of bond yield and bond duration; in part II, yield curves and the problem of assessing relative value; in part III, topics in fixed income portfolio management associated with change in the shape of the yield curve -- yield curve trades, butterfly trades, and hedging -- and in part IV, the characteristics and consequences of fluctuations in the shape of the yield curve.
About the Author:
Kenneth D. Garbade is a Vice President of the Federal Reserve Bank of New York.
Buchbeschreibung MIT Press, 1996. Paperback. Buchzustand: Good. Sent within 24 hours. Expedited UK delivery available. Buchnummer des Verkäufers BBI2296920
Buchbeschreibung Buchzustand: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Buchnummer des Verkäufers POD_9780262525572
Buchbeschreibung MIT Press, 1996. Paperback. Buchzustand: Brand New. 504 pages. 10.00x7.00x1.40 inches. In Stock. Buchnummer des Verkäufers zk0262525577
Buchbeschreibung The MIT Press, 1996. Paperback. Buchzustand: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Buchnummer des Verkäufers 0262525577