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.
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 17,55
Da: Regno Unito a: Italia
Descrizione libro Paperback. Condizione: Brand New. 504 pages. 10.00x7.00x1.40 inches. In Stock. Codice articolo zk0262525577
Descrizione libro Condizione: New. Book is in NEW condition. Codice articolo 0262525577-2-1
Descrizione libro Condizione: New. New! This book is in the same immaculate condition as when it was published. Codice articolo 353-0262525577-new