Fixed income analytics
By: [edited, with some additions, by] Kenneth D. Garbade.
Contributors: Garbade, Kenneth D.
Publisher: MIT Press
Published: 1996
Place of publication: Cambridge, Mass
Language: eng
Number of pages: 472
Subjects: Fixed-income securities.
Description: 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. Written by and for practitioners in the U.S. Treasury securities markets, it is one of the few, if not only, books on fixed income analysis that focuses on applicable techniques while remaining analytically rigorous.
Notes: Includes bibliographical references (p. [465]) and index.
"A collection of articles ... that appeared between 1983 and 1990 in Topics in money and securities markets, a series of occasional papers written by members of the Cross Markets Research group at Bankers Trust Company"--P. [ix].