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FIXED INCOME ANALYTICS: STATE-OF-THE-ART DEBT ANALYSIS AND VALUATION MODELING

The single most important aspect of fixed income investment management is the valuation of securities within a portfolio. The valuation process, however, has become a far more difficult one than in years past, requiring new models and valuation frameworks. To respond to this need, market analysts and researchers are making advances in the development of a unified framework for the valuation of fixed income securities that can be systematically applied to all debt instruments. This book begins with a detailed description of parametric analysis of securities and a discussion of various other advanced valuation technologies, such as yield surface and option-adjusted spread analysis. In addition, it shows practitioners the various hedging, arbitrage and portfolio management implications of these new methods of fixed income valuation.

Availability
10001365332.632042 DAT fRLC MM (Rak Buku Umum)Available
Detail Information
Series Title
-
Statement of Responsibility
Call Number
332.632042 DAT f
Publisher
Berkshire : Mc Graw Hill.,
Collation
viii, 386 p. : ill ; 24cm.
Language
English
ISBN/ISSN
0-07-707392-4
Classification
332.632042
Content Type
-
Edition
1st. ed.
Subject(s)
Buku Umum
Investments & Securities
Specific Detail Info
-
Other version/related

No other version available

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