Interest rate, term structure, and valuation modeling
By: Frank J. Fabozzi, editor.
Contributors: Fabozzi, Frank J.
Series: The Frank J. Fabozzi series
Publisher: Wiley
Published: 2002
Place of publication: Hoboken, N.J
Language: eng
Number of pages: 514
Subjects: Fixed-income securities -- Valuation -- Mathematical models.; Interest rate futures -- Valuation -- Mathematical models.; Derivative securities -- Valuation -- Mathematical models.; Interest rates -- Mathematical models.
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.
Notes: Includes bibliographical references and index.