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Advanced Fixed-Income Valuation Tools

About Advanced Fixed-Income Valuation Tools

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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  • Language:
  • English
  • ISBN:
  • 9780471254195
  • Binding:
  • Hardback
  • Pages:
  • 432
  • Published:
  • January 12, 2000
  • Dimensions:
  • 161x242x33 mm.
  • Weight:
  • 748 g.
Delivery: 2-4 weeks
Expected delivery: December 12, 2024

Description of Advanced Fixed-Income Valuation Tools

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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