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Valuation of Fixed Income Securities & Derivatives 3e FJ Fabozzi

Valuation of Fixed Income Securities & Derivatives 3e By FJ Fabozzi

Valuation of Fixed Income Securities & Derivatives 3e by FJ Fabozzi

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Summary

The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

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Valuation of Fixed Income Securities & Derivatives 3e Summary

Valuation of Fixed Income Securities & Derivatives 3e by FJ Fabozzi

The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

About FJ Fabozzi

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Table of Contents

Preface. Index of Advertisers. 1. Fundamental Valuation Principles. 2. Spot Rates and Their Role in Valuation. 3. Forward Rates and Term Structure Theories. 4. Measuring Price Sensitivity to Interest Rate Changes. 5. Overview of the Valuation of Bonds with Embedded Options. 6. Binomial Model I: Valuing Callable Bonds. 7. Binomial Model II: Valuing Other Bond Structures. 8. Monte Carlo Model for Valuing Mortgage-Backed Securities. 9. Valuation of Asset-Backed Securities. 10. Valuation of Inverse Floaters. 11. Valuation of Convertible Securities. 12. Valuation of Interest Rate Futures Contracts. 13. Valuation of Options on Fixed Income Instruments and Interest Rate Futures. 14. Valuation of Interest Rate Swaps. 15. Valuation of Interest Rate Caps and Floors. 16. Estimating Yield Volatility. Index.

Additional information

CIN1883249252VG
9781883249250
1883249252
Valuation of Fixed Income Securities & Derivatives 3e by FJ Fabozzi
FJ Fabozzi
Used - Very Good
Hardback
John Wiley and Sons Ltd
19980131
288
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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