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Handbook of Fixed-Income Securities (Wiley Handbooks in Financial Engineering and Econometrics)
Handbook of FixedIncome Securities - Wiley Handbooks in Financial Engineering and Econometrics Author:Pietro Veronesi (Editor) This handbook, applicable for professionals, researchers, and academics alike, and edited by any expert in the area, represents the most up-to-date compilation of fixed-income securities techniques available by world-renown figures in the field. It explores risk and return, pricing and hedging, and their corresponding derivatives in an easy-to-u... more »se and readable style and format. The emphasis is on empirical research and real-life application without neglecting analytic formalism. All of the chapters present applications of econometrics and statistical methods in important topics of fixed-income.
The contents are divided into four parts. The first part deals with fixed-income markets and the basic analytics that characterize them. The second part covers current research and practice, including the mechanism of monetary policy, inflation, risk premium, and methodologies used to forecast future interest rates and returns. The third part covers derivatives and their pricing. Finally, Part 4 delves into more advanced topics in derivative pricing and macro-finance, typically in continuous time.« less