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商品詳細

Advanced Fixed-Income Valuation Tools.

Advanced Fixed-Income Valuation Tools.

・ISBN 978-0-471-25419-5 hard

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著者・編者Jegadeesh, Narasimhan / Tuckman, Bruce (eds.),
シリーズWiley Frontiers in Finance
出版社(Wiley, US)
出版年月2000
ページ数414 pp.
言語ENG
ニュース番号<260-7325 000-40161>

解説

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.