Год выпуска: 0 Автор: Kenneth D. Garbade Издательство: Страниц: 0 ISBN: 0262071762
Описание
"Fixed Income Analytics is an outstanding combination of the precision of academics with the institutional detail of the real world. It is required reading for any serious MBA student." -- William L. Silber, Professor of Finance and Economics, NewYork University "I am convinced that the ideal text for an introduction to fixed- income analytics has been written . . . in a series of Bankers Trust working papers principally authored by Kenneth Garbade . . . [that] provide mathematically rigorous andself-contained gems on everything from the ideal way to define true yield to how best to compute the yield on a portfolio of bonds." -- Arthur D. Warga, Journal of Finance Fixed Income Analytics brings together twenty influential paperswritten 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...
