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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
- Language
- Released
- 2005
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- (Hardcover)
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- Title
- Interest Rate Risk Modeling
- Language
- English
- Authors
- Sanjay K. Nawalkha
- Publisher
- Wiley & Sons
- Released
- 2005
- Format
- Hardcover
- ISBN13
- 9780471427247
- Category
- Social sciences, Business and Economics
- Description
- "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.