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 ...
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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.
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Add this copy of Fixed Income Analytics to cart. $9.93, good condition, Sold by Gulf Coast Books rated 5.0 out of 5 stars, ships from Memphis, TN, UNITED STATES, published 1996 by Mit Pr.
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Add this copy of Fixed Income Analytics to cart. $39.97, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Mit Pr.
Add this copy of Fixed Income Analytics (Inside Technology) to cart. $106.39, new condition, Sold by GridFreed rated 4.0 out of 5 stars, ships from North Las Vegas, NV, UNITED STATES, published 1996 by The MIT Press.
Add this copy of Fixed Income Analytics to cart. $219.92, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1996 by Mit Pr.
