Home » Advances in Fixed Income Valuation Modeling and Risk Management by Frank J. Fabozzi
Advances in Fixed Income Valuation Modeling and Risk Management Frank J. Fabozzi

Advances in Fixed Income Valuation Modeling and Risk Management

Frank J. Fabozzi

Published January 15th 1997
ISBN : 9781883249175
Hardcover
379 pages
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 About the Book 

The complexity and diversity of fixed income products today is staggering. With so many products to consider, along with new theories and approaches underlying them, accurate valuation and management of investment risk is more difficult than ever.MoreThe complexity and diversity of fixed income products today is staggering. With so many products to consider, along with new theories and approaches underlying them, accurate valuation and management of investment risk is more difficult than ever. Advances in Fixed Income Valuation Modeling and Risk Management explores the theories and research findings that are at the forefront of this remarkable industry. Topics include: Problems encountered in valuing interest rate derivatives- Valuation and portfolio risk management with mortgage-backed securities- Arbitrage-free bond canonical decomposition.