Contributions

  • Fabozzi, Frank J. - Contributor

Publication

2002 - Wiley, Hoboken, N.J, New Jersey

Language

English

Word Count

128,500 words, Guess

Page Count

514 pages

Identifiers

and 2 more
  • Goodreads2748209
  • LibraryThing6798181

Classifications

  • DDC332.6320151
  • LCCHG4650 .I57 2002

Description

"Filled with expert advice, keen insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a valuable reference source for anyone who needs to understand the critical elements in the valuation of fixed income securities and interest rate derivatives, and the measurement of interest rate risk. Whether you're a portfolio manager, risk professional, or institutional investor, Interest Rate, Term Structure, and Valuation Modeling gives you the tools you need to evaluate the financial products most important to you."--BOOK JACKET.

Subjects

Topics

LoansValuationSecuritiesInterest ratesMathematical modelsDerivative securitiesInterest rate futures

Series Statement

  • The Frank J. Fabozzi series

Other Editions

  • Interest rate, term structure, and valuation modelingWiley2002-01-01

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