{"product_id":"advanced-fixed-income-analytics-isbn-9781883249342","title":"Advanced Fixed Income Analytics","description":"Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developments in the field by providing a practical account of quantitative methods in the fixed income market. Wesley Phoa covers a variety of important topics within the bond markets, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and return attribution. The information and guidance of Advanced Fixed Income Analytics has a strong emphasis on empirical analysis and practical applications that will prepare you for anything within the fixed income market.  Preface.\u003cbr\u003e \u003cbr\u003e 1. An Empirical Analysis of Yield Curve Dynamics.\u003cbr\u003e \u003cbr\u003e Fundamental Factors Driving the Evolution of the Yield Curve.\u003cbr\u003e \u003cbr\u003e Going Beyond the Fundamentals: Nuances of the Yield Curve.\u003cbr\u003e \u003cbr\u003e 2. Term Structure Models: A Portfolio Manager's Guide.\u003cbr\u003e \u003cbr\u003e Setting the Scene.\u003cbr\u003e \u003cbr\u003e Basic Concepts of Interest Rate Option Models.\u003cbr\u003e \u003cbr\u003e Relative Merits of Different Term Structure Models.\u003cbr\u003e \u003cbr\u003e Option Models in Practice.\u003cbr\u003e \u003cbr\u003e 3. Quantitative Approaches to Inflation-Indexed Bonds.\u003cbr\u003e \u003cbr\u003e Inflation-Indexed Bonds and Real Yields.\u003cbr\u003e \u003cbr\u003e Inflation-Indexed Bonds in a Nominal Portfolio.\u003cbr\u003e \u003cbr\u003e Advanced Analysis Approaches to Inflation-Indexed Bonds.\u003cbr\u003e \u003cbr\u003e 4. Long Bond Pricing Paradoxes and Long-Term Yields.\u003cbr\u003e \u003cbr\u003e Analysis of the Convexity Bias.\u003cbr\u003e \u003cbr\u003e Theorems about Very Long-Term Interest Rates.\u003cbr\u003e \u003cbr\u003e A Very Long-Term Analysis of the Bond Market.\u003cbr\u003e \u003cbr\u003e 5. Prepayment Analysis and Prepayment Model Risk.\u003cbr\u003e \u003cbr\u003e Prepayment Models: Goals, Construction, Fitting, Evaluation.\u003cbr\u003e \u003cbr\u003e Prepayment Model Risk.\u003cbr\u003e \u003cbr\u003e 6. Measures of Non Yield Curve Risk and Risk\/Return.\u003cbr\u003e \u003cbr\u003e Setting the Scene: The Concept of OAS.\u003cbr\u003e \u003cbr\u003e Advanced Risk Measures.\u003cbr\u003e \u003cbr\u003e Relative Value Analysis for Mortgages.\u003cbr\u003e \u003cbr\u003e Appendix: Default Risk and Default Spreads.\u003cbr\u003e \u003cbr\u003e 7. Risk Measurement and Performance Attribution.\u003cbr\u003e \u003cbr\u003e Classifying Risk Measurement Tools.\u003cbr\u003e \u003cbr\u003e Interpreting the Results of Performance Attribution.\u003cbr\u003e \u003cbr\u003e Relating Different Frameworks for Performance Attribution.\u003cbr\u003e \u003cbr\u003e Index. Wesley Phoa is Vice President of Research at Capital Management Sciences. Advanced Fixed Income Analytics helps fixed income professionals stay abreast of the latest developments in the field by providing a practical account of quantitative methods in the fixed income market.  Wesley Phoa covers a variety of important topics within the bond markets, including inflation-indexed bonds, prepayment risk and modeling, term structure models, credit spread and volatility risk, and risk measures and return attribution. The information and guidance of Advanced Fixed Income Analytics has a strong emphasis on empirical analysis and practical applications that will prepare you for anything within the fixed income market.","brand":"Wiley","offers":[{"title":"Default Title","offer_id":47988666728677,"sku":"NP9781883249342","price":146.5,"currency_code":"USD","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/1842\/7735\/files\/9781883249342.jpg?v=1761781184","url":"https:\/\/k12savings.com\/es\/products\/advanced-fixed-income-analytics-isbn-9781883249342","provider":"K12savings","version":"1.0","type":"link"}