Brand New, Unread Copy in Perfect Condition. A+ Customer Service! 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. Codice inventario libreria
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.
Condizione libro: New
Descrizione libro MIT Press, 1996. Paperback. Condizione libro: Good. Sent within 24 hours. Expedited UK delivery available. Codice libro della libreria BBI2296920
Descrizione libro Condizione libro: New. This item is Print on Demand - Depending on your location, this item may ship from the US or UK. Codice libro della libreria POD_9780262525572
Descrizione libro MIT Press, 1996. Paperback. Condizione libro: Brand New. 504 pages. 10.00x7.00x1.40 inches. In Stock. Codice libro della libreria zk0262525577
Descrizione libro The MIT Press, 1996. Paperback. Condizione libro: Good. Ships with Tracking Number! INTERNATIONAL WORLDWIDE Shipping available. May not contain Access Codes or Supplements. Buy with confidence, excellent customer service!. Codice libro della libreria 0262525577