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"Fixed Income Valuation and Risk Analysis" is a comprehensive guide covering interest rate risk, term structure analysis, and credit risk. It explores the latest innovations and well-known models for valuing fixed income securities and derivatives. A companion CD-ROM offers formulas and programming tools for effective modeling.
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Interest Rate Risk Modeling, Sanjay K. Nawalkha
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- Released
- 2005
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- (Hardcover)
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