Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)
Description:
This text is designed for courses on fixed income securities at the MBA level and graduate level courses in Finance. The goal of the text is to provide comprehensive coverage of fixed income instruments and models. A risk management perspective of option theory is presented throughout. The text adopts a non-institutional, binomial approach to fixed income securities based on option pricing technologies, providing cutting-edge theory and technique. While the book is based on the Heath-Jarrow-Morton (HJM) model of interest rate options, discussions also compare and contrast other related models such as the Hall-White model. In addition, traditional techniques of duration and convexity are discussed as these relate to the HJM model. Statistics and algebra are prerequisites.
Best prices to buy, sell, or rent ISBN 9780079122537
Frequently Asked Questions about Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series)
The price for the book starts from $13.98 on Amazon and is available from 11 sellers at the moment.
If you’re interested in selling back the Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series) book, you can always look up BookScouter for the best deal. BookScouter checks 30+ buyback vendors with a single search and gives you actual information on buyback pricing instantly.
As for the Modelling Fixed Income Securities and Interest Rate Options (McGraw-Hill Finance Guide Series) book, the best buyback offer comes from and is $ for the book in good condition.
Not enough insights yet.
Not enough insights yet.