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Fixed Income Analytics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Kenneth D. Garbade 作者

The MIT Press

譯者

1996-11-15 出版日期

504 頁數

USD 75.00 價格

Hardcover

叢書系列

9780262071765 圖書編碼

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發表於2024-09-30

Fixed Income Analytics 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Fixed Income Analytics 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Fixed Income Analytics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Fixed Income Analytics 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Fixed Income Analytics 在線電子書圖書描述

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.

Fixed Income Analytics 在線電子書下載 mobi epub pdf txt 在線電子書下載

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