product description page

Handbook of Fixed-Income Securities (Hardcover)

Handbook of Fixed-Income Securities (Hardcover) - image 1 of 1

about this item

This handbook, applicable for professionals, researchers, and academics alike, and edited by any expert in the area, represents the most up-to-date compilation of fixed-income securities techniques available by world-renown figures in the field. It explores risk and return, pricing and hedging, and their corresponding derivatives in an easy-to-use and readable style and format. The emphasis is on empirical research and real-life application without neglecting analytic formalism. All of the chapters present applications of econometrics and statistical methods in important topics of fixed-income. The contents are divided into four parts. The first part deals with fixed-income markets and the basic analytics that characterize them. The second part covers current research and practice, including the mechanism of monetary policy, inflation, risk premium, and methodologies used to forecast future interest rates and returns.  The third part covers derivatives and their pricing. Finally, Part 4 delves into more advanced topics in derivative pricing and macro-finance, typically in continuous time.
Number of Pages: 600.0
Genre: Business + Money Management
Series Title: Wiley Handbooks in Financial Engineering and Econometrics
Format: Hardcover
Publisher: John Wiley & Sons Inc
Language: English
Street Date: April 4, 2016
TCIN: 51720216
UPC: 9781118709191
Item Number (DPCI): 248-29-4320

guest reviews

Prices, promotions, styles and availability may vary by store & online. See our price match guarantee. See how a store is chosen for you.