Fixed income analytics (46 Ergebnisse)

Zustand: Very Good. 1st. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Hardback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

Zustand: Poor. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Book contains highlighter markings. In poor condition, suitable as a reading copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,650grams, ISBN.…

Zustand: New. In English.

Zustand: New. In English.

Hardcover. Zustand: Good. Light wear to boards. Content is clean and bright. Previous owner name to ffep. Good DJ with some edge wear and faded spine.

hardcover. Zustand: Good.

Hardcover-Großformat. Zustand: Gut. 472 Seiten Der Erhaltungszustand des hier angebotenen Werks ist trotz seiner Bibliotheksnutzung sehr sauber. Es befindet sich neben dem Rückenschild lediglich ein Bibliotheksstempel im Buch; ordnungsgemäß entwidmet. Einbandkanten sind leicht bestoßen. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 1290.…

Softcover. Zustand: gut. 1st Edition 1. Auflage. Using charts and tables that simplify complex subject matter, this guide identifies and describes the USA's array of new fixed-income securities - from Treasury strips and caps to floors and swaptions - and shares market-proven approaches to fixed-income application and risk control. Because they respond to interest rates differently than traditional securities, fixed income securities offer the compelling prospect of increased rewards - and the penalty of added risk. Aimed at money managers and institutional investors, this practical resource shows how to understand and master the fixed income securities market and its new instruments. Using charts and tables that simplify complex subject matter, the guide identifies and describes the USA's array of new fixed income securities - from Treasury strips and caps to floors and swaptions - and shares market-proven approaches to fixed income application and risk control. It takes readers through the basic principles and procedures used in valuing today's fixed income choices and covers the latest fixed income derivatives. Rezension "Required reading for anyone interested in modeling fixed income securities. In my opinion, this edition of Tuckman's book has no match in terms of clarity, accessibility and applicability to today's bond markets." ( Vineer Bhansali, Ph.D. Executive Vice President Head of Portfolio Analytics PIMCO) Includes a series of end-of-chapter questions for students. * Explains the subtleties of fixed income mathematics. * Discusses multi-factor interest rate models and offers four original case studies. * Covers the latest fixed income securities valuation models and techniques, and their application in real world situations. Fixed Income Securities: Tools for Today's Markets (Wiley Finance) Bruce Tuckman ISBN: 978-0471112143 Wiley Frontiers in Finance EAN (ISBN-13): 9780471112143 ISBN (ISBN-10): 0471112143 Erscheinungsjahr: 1995 Herausgeber: John Wiley & Sons Inc ISBN/EAN: 0471112143 ISBN: 0-471-11214-3, 978-0-471-11214-3 Autor des Buches: bruce tuckman Titel des Buches: fixed income markets, fixed income securities, today Fixed Income Securities: Tools for Today's Markets Wiley Frontiers in Finance Bruce Tuckman Fixed Income Securities modeling fixed income securities bond markets Head of Portfolio Analytics PIMCO subtleties of fixed income mathematics multi-factor interest rate models case studies fixed income securities valuation models techniques application in real world situations Treasury strips caps floors swaptions market-proven approaches risk control fixed income derivatives In englischer Sprache. 512 pages. 23,1 x 15,2 x 4,6 cm.…

Zustand: New. pp. 490.

Hardcover. Zustand: As New. 1. Auflage. unread, like new.

Hardcover. Zustand: Very Good. 2. Auflage. Unread, some shelfwear. Immediately dispatched from Germany.

Zustand: New. In English.

Zustand: New. In English.

Zustand: Gut. Springer-Verlag, Auflage 2015, Hardcover, fast wie neu, h4.

Zustand: New. In English.

Taschenbuch. Zustand: Neu. Neuware - Reactive PublishingBridge the gap between financial theory and quantitative execution with this practical guide to fixed-income modeling using Python.Modern fixed-income markets demand a rigorous approach to valuation, risk management, and derivative pricing. Fixed Income Quantitative Analytics provides a comprehensive framework for software architects, data scientists, and financial engineers looking to build robust, production-ready valuation engines from scratch.This book strips away the mathematical abstraction to deliver clear, step-by-step implementations of core quantitative concepts. By combining advanced financial engineering principles with clean, object-oriented Python code, you will learn how to design flexible architecture capable of handling complex market data and volatile rate environments.Inside, you will explore the core pillars of fixed-income engineering: - Foundations of Analytics: Master the mechanics of bootstrapping yield curves, constructing discount factors, and handling day-count conventions with precision.- Term Structure Modeling: Implement and calibrate industry-standard frameworks, including the Vasicek, Cox-Ingersoll-Ross (CIR), and Hull-White models.- Interest Rate Derivatives: Code pricing engines for vanilla instruments, swaps, swaptions, caps, and floors using both analytical formulas and numerical methods.- Numerical Methods and Simulation: Deploy Monte Carlo simulations and finite difference methods to price path-dependent structures and measure risk sensitivities (the Greeks).Whether you are looking to refine your quantitative development skills or transition traditional financial models into scalable code, this book serves as an engineering blueprint for modern interest rate analytics. …

Hardcover. Zustand: Gut. 571 pp. Cover with slight signs of wear, very well preserved inside 381 Sprache: Englisch Gewicht in Gramm: 1036.

Zustand: New. pp. xv + 479 Illus.

Zustand: New. In English.

Zustand: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.

Paperback. Zustand: Brand New. 459 pages. 9.00x6.00x1.00 inches. In Stock.

Paperback. Zustand: Brand New. reprint edition. 204 pages. 9.25x6.10x0.53 inches. In Stock.

Hardcover. Zustand: Brand New. 2nd edition. 496 pages. 9.50x6.50x1.75 inches. In Stock.

Paperback. Zustand: Brand New. 504 pages. 10.00x7.00x1.40 inches. In Stock.

Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise when working in this area. Finally, the book discusses tools for testing the reasonableness of the key analytics to help build and maintain confidence for using these techniques in day-to-day decision making. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.…

Zustand: New. A comprehensive introduction to the key concepts of fixed income analytics The First Edition of Introduction to Fixed Income Analytics skillfully covered the fundamentals of this discipline and was the first book to feature Bloomberg screens in examples and illustrations. Num Pages: 496 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 233 x 163 x 38. Weight in Grams: 738. . 2010. 2nd Edition. Hardcover. . . . . Books ship from the US and Ireland. …

Gebunden. Zustand: New. FRANK J. FABOZZI, PhD, CFA, CPA, is Professor in the Practice of Finance and Becton Fellow at the Yale School of Management and Editor of the Journal of Portfolio Management. He is an Affiliated Professor at the University of Karlsruhe s Institute of Statis.

Zustand: New. In English.

Paperback. Zustand: Brand New. reprint edition. 574 pages. 9.25x6.10x1.34 inches. In Stock.