Text

INTEREST RATE RISK MODELING: THE FIXED INCOME VALUATION COURSE

---

The definitive guide to fixed income valuation and risk analysis The 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.

---

Availability

10007569

332.6323 NAW i

RLC MM (Rak Buku Umum)

Available

Detail Information

Series Title

-

Statement of Responsibility

Sanjay K. Nawalkha

Call Number

332.6323 NAW i

Publisher

New Jersey : John Wiley & Sons., 2005

Collation

xxvii, 396 p. : ill. ; 24 cm.

Language

English

ISBN/ISSN

0-471-42724-1

Classification

332.6323

Content Type

-

Edition

-

Subject(s)

Buku Umum
Valuation
Bonds
Mathematical Model
Fixed-Income Securities
Interest Rate Risk

Specific Detail Info

-

Other version/related

File Attachment

Comments

---

You must be logged in to post a comment