Inside the yield book : the classic that created the science of bond analysis
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons ,
c2013
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| Edition: | 3rd ed |
| Series: | Bloomberg financial series
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| Subjects: |
Table of Contents:
- 1. Duration targeting and the trendline model
- 2. Volatility and tracking error
- 3. Historical convergence to yield
- 4. Barclays index and convergence to yield
- 5. Laddered portfolio convergence to yield