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Constructing and Calculating Bond Indices : A Guide to the EFFAS Standardized Rules

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A cutting-edge book for bond market professionals. With the explosion in international bond investment, traders and investors need benchmarks to compare different markets and to measure their own performance.

Brown's book explains how popular bond indices are constructed, the strengths and weaknesses of the indices, and how they differ from one another.

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Product Details
1557388148 / 9781557388148
Hardback
01/09/1994
United States
140 pages, Illustrations
Professional & Vocational/Postgraduate, Research & Scholarly Learn More