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This book is a guide to the calculations involved in managing bonds, with expert insight on the portfolios and investment strategies that puts the math in perspective. The book explains how to delineate the characteristics of different types of debt securities; calculate implied forward and spot...
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"Extreme Events in Finance: A Handbook of Extreme Value Theory and its Applications features a combination of the … theory, methods, and applications of extreme value theory (EVT) in finance as well as a practical understanding of market …"A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector …
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