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- catalog contributor b10916660.
- catalog contributor b10916661.
- catalog contributor b10916662.
- catalog created "c1998.".
- catalog date "1998".
- catalog date "c1998.".
- catalog dateCopyrighted "c1998.".
- catalog description "An empirical analysis of yield curve dynamics -- Term structure models: a portfolio manager's guide -- Quantitative approaches to inflation-indexed bonds -- Long bond pricing paradoxes and long-term yields -- Prepayment analysis and prepayment model risk -- Measures of non yield curve risk and risk/return -- Risk measurement and performance attribution.".
- catalog description "Includes bibliographical references and index.".
- catalog extent "viii, 229 p. :".
- catalog identifier "1883249341".
- catalog issued "1998".
- catalog issued "c1998.".
- catalog language "eng".
- catalog publisher "New Hope, Penn. : Frank J. Fabozzi Associates,".
- catalog subject "Bond market.".
- catalog subject "Fixed-income securities.".
- catalog subject "Portfolio management.".
- catalog tableOfContents "An empirical analysis of yield curve dynamics -- Term structure models: a portfolio manager's guide -- Quantitative approaches to inflation-indexed bonds -- Long bond pricing paradoxes and long-term yields -- Prepayment analysis and prepayment model risk -- Measures of non yield curve risk and risk/return -- Risk measurement and performance attribution.".
- catalog title "Advanced fixed income analytics / Wesley Phoa, with contributions from Michael Shearer.".
- catalog type "text".