Fixed Income Analytics brings together twenty influential papers written by KennethGarbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and1990. Written by and for practitioners in the U.S. Treasury securities markets, it is one of thefew, if not only, books on fixed income analysis that focuses on applicable techniques whileremaining analytically rigorous.Divided into four parts, Fixed Income Analytics presentsquantitative 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 bondyield and bond duration; in part II, yield curves and the problem of assessing relative value; inpart III, topics in fixed income portfolio management associated with change in the shape of theyield curve -- yield curve trades, butterfly trades, and hedging -- and in part IV, thecharacteristics and consequences of fluctuations in the shape of the yield curve.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Kenneth D. Garbade is a Vice President of the Federal Reserve Bank of New York.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Spese di spedizione:
EUR 3,75
In U.S.A.
Descrizione libro Hardcover. Condizione: new. New. Fast Shipping and good customer service. Codice articolo Holz_New_0262071762
Descrizione libro Hardcover. Condizione: new. Brand New Copy. Codice articolo BBB_new0262071762
Descrizione libro Condizione: new. Codice articolo FrontCover0262071762
Descrizione libro Hardcover. Condizione: new. New. Codice articolo Wizard0262071762
Descrizione libro Hardcover. Condizione: new. New Copy. Customer Service Guaranteed. Codice articolo think0262071762
Descrizione libro Condizione: New. New. In shrink wrap. Looks like an interesting title! 3.07. Codice articolo Q-0262071762
Descrizione libro Hardcover. Condizione: New. Brand New!. Codice articolo VIB0262071762