Introduction to Fixed Income Analytics
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Published By John Wiley & Sons, Inc.

9781118266649, 9780470572139

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Valuation of Mortgage-Backed and Asset-Backed Securities

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch9 ◽

2011 ◽

pp. 247-271

Keyword(s):

Asset Backed Securities

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Valuation of Bonds with Embedded Options

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch7 ◽

2011 ◽

pp. 163-198

Keyword(s):

Embedded Options

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Yield Measures

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch5 ◽

2011 ◽

pp. 109-140

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Yield Curve Analysis: Spot Rates and Forward Rates

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch2 ◽

2011 ◽

pp. 33-61

Keyword(s):

Yield Curve ◽

Curve Analysis ◽

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Analysis of Inflation-Protected Bonds

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch14 ◽

2011 ◽

pp. 387-397

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Total Return

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch11 ◽

2011 ◽

pp. 287-315

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Day Count Conventions and Accrued Interest

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch3 ◽

2011 ◽

pp. 63-76

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Cash Flow for Mortgage-Backed Securities and Amortizing Asset-Backed Securities

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch8 ◽

2011 ◽

pp. 199-245

Keyword(s):

Cash Flow ◽

Mortgage Backed Securities ◽

Asset Backed Securities

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Analysis of Interest Rate Swaps

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch16 ◽

2011 ◽

pp. 417-449

Keyword(s):

Interest Rate ◽

Interest Rate Swaps

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The Tools of Relative Value Analysis

Introduction to Fixed Income Analytics ◽

10.1002/9781118266649.ch15 ◽

2011 ◽

pp. 399-415

Keyword(s):

Value Analysis ◽

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