Advanced Fixed-Income Valuation Tools

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Advanced Fixed-Income Valuation Tools image
ISBN-10:

0471254193

ISBN-13:

9780471254195

Edition: 1
Released: Dec 28, 1999
Publisher: wiley
Format: Hardcover, 432 pages

Description:

Presenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.

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