This textbook on bonds takes a practical real-world approach to the subject. It includes a discussion of each type of bond including a range of products. It also features comprehensive discussion of not only the instruments, but their investment characteristics, the state-of-the…
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…
Andrew Cairns introduces the tools required for the arbitrage-free modelling of the term structure of interest rates. The text offers a detailed introduction to numerical methods, credit risk & calibration.
Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations betwee…
* Considers neoclassical models in light of results that can go wrong with them to bring about better models. * Questions the assumption that markets clear quickly. * Offers a timely examination of the LTCM collapse. * Written by a group of well-respected and highly qualified au…
by Dynkin, Lev
fromAdvances in financial engineering
The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. …
"You will find lots of jewels in these pages that may do as much for you as they have for me."--The Introduction by Kenneth L. Fisher Forbes columnist Widely respected and admired, Philip Fisher is among the most influential investors of all time. His investment philosophies, in…
