Advanced fixed income valuation tools

Contributor(s): Jegadeesh, Narasimhan [Editor] | Tuckman, Bruce [Editor]
Series: Wiley frontiers in financePublisher: New York John Wiley and Sons, Inc. 2000Description: xiv, 414 p., ISBN: 9780471254195Subject(s): Fixed-income securities --Valuation --Mathematical models | Bonds --Valuation --Mathematical modelsDDC classification: 332.632044 Summary: Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds. (Source: www.alibris.com)
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Books Vikram Sarabhai Library
Slot 700 (0 Floor, West Wing) 332.632044 A2 (Browse shelf) Available 169166

Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds. (Source: www.alibris.com)

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