||From the Inside Flap||Although TSIR (term structure of interest rates) influences not only the valuation of securities, but also most investment decisions and even monetary policy, what many investors still lack is a thorough and consistent method for systemati
A highly-detailed, practical analysis of fixed income management
The Advanced Fixed Income and Derivatives Management Guide provides a completely novel framework for analysis of fixed income securities and portfolio management, with over 700 useful equations. The most detailed analysis of inflation linked and corporate securities and bond options analysis available;, this book features numerous practical examples that can be used for creating alpha tran...
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