{"id":"https://openalex.org/W607805938","doi":null,"title":"Fixed Income Analytics","display_name":"Fixed Income Analytics","publication_year":1996,"publication_date":"1996-11-15","ids":{"openalex":"https://openalex.org/W607805938","mag":"607805938"},"language":"en","primary_location":{"id":"mag:607805938","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA29427860","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null},"volume":null,"type":"book","indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051932273","display_name":"Kenneth D. Garbade","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Kenneth D. Garbade","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5051932273"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":2.6104,"has_fulltext":false,"cited_by_count":59,"citation_normalized_percentile":{"value":0.89984592,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.5404999852180481,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.5404999852180481,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.24379999935626984,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.12790000438690186,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fixed-income","display_name":"fixed income","score":0.7580000162124634},{"id":"https://openalex.org/keywords/bond-yields","display_name":"bond yields","score":0.7440000176429749},{"id":"https://openalex.org/keywords/bond-duration","display_name":"bond duration","score":0.8569999933242798},{"id":"https://openalex.org/keywords/bond-convexity","display_name":"bond convexity","score":0.8970000147819519},{"id":"https://openalex.org/keywords/immunization","display_name":"immunization","score":0.8370000123977661},{"id":"https://openalex.org/keywords/yield-curve","display_name":"yield curve","score":0.7789999842643738},{"id":"https://openalex.org/keywords/treasury-bonds","display_name":"Treasury bonds","score":0.9120000004768372},{"id":"https://openalex.org/keywords/treasury-bills","display_name":"treasury bills","score":0.8090000152587891},{"id":"https://openalex.org/keywords/zero-coupon-bonds","display_name":"zero-coupon bonds","score":0.7519999742507935},{"id":"https://openalex.org/keywords/bond-portfolio-management","display_name":"bond portfolio management","score":0.796999990940094},{"id":"https://openalex.org/keywords/hedging","display_name":"hedging","score":0.7829999923706055},{"id":"https://openalex.org/keywords/principal-components","display_name":"principal components","score":0.8190000057220459},{"id":"https://openalex.org/keywords/portfolio-immunization","display_name":"portfolio immunization","score":0.3319999873638153}],"concepts":[{"id":"https://openalex.org/C176230804","wikidata":"https://www.wikidata.org/wiki/Q205257","display_name":"Yield curve","level":3,"score":0.8493664860725403},{"id":"https://openalex.org/C2779307704","wikidata":"https://www.wikidata.org/wiki/Q11794832","display_name":"Coupon","level":2,"score":0.6879683136940002},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.6828569173812866},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5907287001609802},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5775169730186462},{"id":"https://openalex.org/C32959826","wikidata":"https://www.wikidata.org/wiki/Q2361268","display_name":"Bond valuation","level":3,"score":0.5528733134269714},{"id":"https://openalex.org/C29944286","wikidata":"https://www.wikidata.org/wiki/Q205273","display_name":"Interest rate risk","level":3,"score":0.5206831693649292},{"id":"https://openalex.org/C183732909","wikidata":"https://www.wikidata.org/wiki/Q507494","display_name":"Zero-coupon bond","level":3,"score":0.5053566098213196},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.49253472685813904},{"id":"https://openalex.org/C128263813","wikidata":"https://www.wikidata.org/wiki/Q6588953","display_name":"Forward rate","level":3,"score":0.48412713408470154},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.46213215589523315},{"id":"https://openalex.org/C120310109","wikidata":"https://www.wikidata.org/wiki/Q3239315","display_name":"Fixed income","level":3,"score":0.4530848562717438},{"id":"https://openalex.org/C2780889827","wikidata":"https://www.wikidata.org/wiki/Q10756188","display_name":"Treasury","level":2,"score":0.4352872371673584},{"id":"https://openalex.org/C175025494","wikidata":"https://www.wikidata.org/wiki/Q179179","display_name":"Interest rate","level":2,"score":0.41538119316101074},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4122052490711212},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3318555951118469},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21818256378173828},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C95457728","wikidata":"https://www.wikidata.org/wiki/Q309","display_name":"History","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:607805938","doi":null,"is_oa":false,"landing_page_url":"http://ci.nii.ac.jp/ncid/BA29427860","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3143469483","https://openalex.org/W3080170497","https://openalex.org/W4406897762","https://openalex.org/W2485012545","https://openalex.org/W1139229295","https://openalex.org/W4381735552","https://openalex.org/W4246657609","https://openalex.org/W2269266189","https://openalex.org/W7167596008","https://openalex.org/W1976718384"],"abstract_inverted_index":{"Part":[0,75,109,193],"1":[1],"Yield":[2,77],"and":[3,9,17,27,46,53,64,70,79,90,128,141,150,181,220,233],"duration:":[4],"invoice":[5],"prices,":[6],"cash":[7,56],"flows":[8],"yields":[10,86,101,105,207],"on":[11,35,102,106,157,244],"treasury":[12,85,95,107,133,257],"bonds":[13,161],"zero":[14],"coupon":[15,89,93],"strips":[16],"custodial":[18],"receipts":[19],"duration":[20,37,65],"-":[21,41,61,87,125,136,162,174,187,208],"an":[22,151,209],"introduction":[23],"to":[24,104,191],"the":[25,30,36,82,115,118,132,148,155,199,217,227,230,250,255],"concept":[26],"its":[28,71,221,234],"uses":[29],"effect":[31],"of":[32,38,51,55,84,117,138,144,160,167,178,196,198,203,211,216,223,229,236,252,254],"interest":[33,245],"payments":[34,241],"a":[39,59,158,168,175,188],"bond":[40,60,68,134,206],"implications":[42,72,137],"for":[43,73,147],"portfolio":[44,112,159],"management":[45,113],"yield":[47,63,119,122,145,156,184,200,218,231,258],"curve":[48,120,185,219,232],"analysis":[49,210],"rate":[50],"return":[52],"futurity":[54],"flow":[57],"from":[58],"are":[62,242],"good":[66],"measures?":[67],"convexity":[69,180],"immunization.":[74,192],"2":[76],"curves":[78],"relative":[80],"value:":[81],"structure":[83],"duration,":[88],"liquidity":[91],"effects":[92],"rolls":[94],"bills":[96],"with":[97],"special":[98],"value":[99,166],"comparing":[100],"zeros":[103],"bonds.":[108],"3":[110],"Bond":[111],"when":[114],"shape":[116,228],"changes:":[121],"spread":[123],"trades":[124,173],"weighting,":[126],"financing":[127],"applications":[129],"hedging":[130],"in":[131,205,249],"market":[135],"imperfect":[139],"correlation":[140],"nonuniform":[142],"volatility":[143],"changes":[146],"size":[149],"optimal":[152],"hedge":[153],"approximating":[154],"value-weighted":[163],"averages":[164,171],"versus":[165],"basis":[169],"point-weighted":[170],"butterfly":[172],"critical":[176],"assessment":[177],"yield,":[179],"risk":[182,186],"managing":[183],"generalized":[189],"approach":[190],"4":[194],"Modes":[195],"fluctuation":[197,204,224,237,253],"curve:":[201],"modes":[202,222,235,251],"principal":[212],"components":[213],"polynomial":[214],"representations":[215],"consistency":[225],"between":[226],"pricing":[238],"claims":[239],"whose":[240],"contingent":[243],"rates":[246],"time":[247],"variation":[248],"spot":[256],"curve.":[259]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":3},{"year":2022,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-31T12:09:11.096373","created_date":"2016-06-24T00:00:00"}
