The complexity and diversity of fixed income products today is staggering. With so many products to consider, along with new theories and approaches underlying them, accurate valuation and management of investment risk is more difficult than ever. Advances in Fixed Income Valuation Modeling and Risk Management explores the theories and research findings that are at the forefront of this remarkable industry. Topics include: Problems encountered in valuing interest rate derivatives; Valuation and portfolio risk management ...
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The complexity and diversity of fixed income products today is staggering. With so many products to consider, along with new theories and approaches underlying them, accurate valuation and management of investment risk is more difficult than ever. Advances in Fixed Income Valuation Modeling and Risk Management explores the theories and research findings that are at the forefront of this remarkable industry. Topics include: Problems encountered in valuing interest rate derivatives; Valuation and portfolio risk management with mortgage-backed securities; Arbitrage-free bond canonical decomposition.
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Add this copy of Advances in Fixed Income Valuation Modeling and Risk to cart. $28.59, very good condition, Sold by ThriftBooks-Dallas rated 4.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1997 by Wiley.
Add this copy of Advances in Fixed Income Valuation Modeling and Risk to cart. $97.73, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1997 by Wiley.