Advances in Fixed Income Valuation Modeling and Risk Management
Download or Read eBook Advances in Fixed Income Valuation Modeling and Risk Management PDF written by Frank J. Fabozzi, CFA and published by John Wiley & Sons. This book was released on 1997-01-15 with total page 408 pages. Available in PDF, EPUB and Kindle.
Author | : Frank J. Fabozzi, CFA |
Publisher | : John Wiley & Sons |
Total Pages | : 408 |
Release | : 1997-01-15 |
ISBN-10 | : 1883249171 |
ISBN-13 | : 9781883249175 |
Rating | : 4/5 (71 Downloads) |
Book Synopsis Advances in Fixed Income Valuation Modeling and Risk Management by : Frank J. Fabozzi, CFA
Book excerpt: Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.