Advances in Fixed Income Valuation Modeling and Risk Management |
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| Author:
| Fabozzi, Frank J. |
| Series title: | Frank J. Fabozzi Ser. |
| ISBN: | 978-0-470-33533-8 |
| Publication Date: | Dec 2007 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Ebook |
| List Price: | Contact Supplier contact
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Book Description:
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Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.
Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and risk analysis of international bonds.