Fixed Income Analytics (The MIT Press) - Softcover

Garbade, Kenneth D. D.

9780262525572: Fixed Income Analytics (The MIT Press)

Softcover

ISBN 10: 0262525577 ISBN 13: 9780262525572

Publisher: MIT Press, 1996

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, and is one of the few, if not only, books on fixed income analysis that focuses on applicable techniques while remaining analytically rigorous.

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Review:

I am convinced that the ideal text for an introduction to fixed-income analytics has been written... in a series of Bankers Trust working papers principally authored by Kenneth Garbade... [that] provide mathematically rigorous and self-contained gems on everything from the ideal way to define true yield to how best to compute the yield on a portfolio of bonds.--Arthur D. Warga ""Journal of Finance" "

--Arthur D. Warga "Journal of Finance "

About the Author:

Kenneth D. Garbade is Senior Vice President, Money and Payments Studies Function, Research and Statistics Group, at the Federal Reserve Bank of New York. He is the author of Fixed Income Analytics (1996), Pricing Corporate Securities as Contingent Claims (2001), both published by the MIT Press, and other books.

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