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A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models base
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The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definit
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Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri
Advanced Fixed Income Analysis
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Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level
Fixed Income Relative Value Analysis
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As western governments issue increasing amounts of debt, the fixed income markets have never been more important. Yet the methods for analyzing these markets ha