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)
| Item type | Current location | Item location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
| 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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