Interest rate risk modeling : the fixed income valuation course /

The definitive guide to fixed income valuation and risk analysisThe Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually ev...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Nawalkha, Sanjay K.
Otros Autores: Soto, Gloria M., Beliaeva, Natalia A., 1975-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley, ©2005.
Colección:Wiley finance series.
Temas:
Interest rate risk > Mathematical models.
Bonds > Valuation > Mathematical models.
Fixed-income securities > Valuation > Mathematical models.
Taux d'intérêt > Gestion du risque > Modèles mathématiques.
Obligations (Valeurs) > Évaluation > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > Bonds.
Bonds > Valuation > Mathematical models
Interest rate risk > Mathematical models
Acceso en línea:Texto completo
Descripción
Sumario:The definitive guide to fixed income valuation and risk analysisThe Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides r.
Descripción Física:1 online resource (xxvii, 396 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 377-382) and index.
ISBN:0471427241
9780471427247
0471737445
9780471737445

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