Book 2002

Interest Rate, Term Structure, and Valuation Modeling

Publisher: Wiley & Sons, Incorporated, John
Language: English
Published: 2002

Fixed-income securities
Valuation
Mathematical models
Interest rate futures
Derivative securities
Interest rates
Loans
Securities

"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.