ISBN: 9780471220947
This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Fille… Altro …
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2002, ISBN: 0471220949
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2002, ISBN: 0471220949
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2002, ISBN: 0471220949
Gebundene Ausgabe BUSINESS & ECONOMICS / Finance / General, mit Schutzumschlag neu, [PU:John Wiley & Sons]
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Buch, Hardcover, [PU: John Wiley & Sons Inc], John Wiley & Sons Inc, 2002
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ISBN: 9780471220947
This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Fille… Altro …
2002, ISBN: 0471220949
edizione con copertina rigida
[EAN: 9780471220947], Gebraucht, wie neu, [SC: 47.07], [PU: John Wiley & Sons, NY], BUSINESS FINANCE INVESTMENT GENERAL NONFICTION II, Jacket, First printing. As new in like dust jacket.,… Altro …
2002
ISBN: 0471220949
edizione con copertina rigida
[EAN: 9780471220947], Gebraucht, wie neu, [SC: 47.58], [PU: John Wiley & Sons, NY], BUSINESS FINANCE INVESTMENT GENERAL NONFICTION II, Jacket, First printing. As new in like dust jacket.,… Altro …
2002, ISBN: 0471220949
Gebundene Ausgabe BUSINESS & ECONOMICS / Finance / General, mit Schutzumschlag neu, [PU:John Wiley & Sons]
2002, ISBN: 9780471220947
Buch, Hardcover, [PU: John Wiley & Sons Inc], John Wiley & Sons Inc, 2002
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Informazioni dettagliate del libro - Interest Rate, Term Structure, and Valuation Modeling
EAN (ISBN-13): 9780471220947
ISBN (ISBN-10): 0471220949
Copertina rigida
Anno di pubblicazione: 2002
Editore: John Wiley & Sons Inc
514 Pagine
Peso: 0,794 kg
Lingua: eng/Englisch
Libro nella banca dati dal 2007-06-23T09:14:25+02:00 (Zurich)
Pagina di dettaglio ultima modifica in 2022-05-21T00:14:27+02:00 (Zurich)
ISBN/EAN: 0471220949
ISBN - Stili di scrittura alternativi:
0-471-22094-9, 978-0-471-22094-7
Stili di scrittura alternativi e concetti di ricerca simili:
Autore del libro : frank, franks, fabozzi
Titolo del libro: structure, valuation, interest rate modeling, räte, modelling
Dati dell'editore
Autore: Frank J. Fabozzi
Titolo: Frank J. Fabozzi Series; Interest Rate, Term Structure, and Valuation Modeling
Editore: John Wiley & Sons
514 Pagine
Anno di pubblicazione: 2002-11-15
Peso: 0,994 kg
Lingua: Inglese
119,00 € (DE)
No longer receiving updates
155mm x 232mm x 39mm
BB; gebunden; Hardcover, Softcover / Wirtschaft/Betriebswirtschaft; Finanzenwesen und Finanzindustrie; Institutionelle Finanzplanung; Finanzplanung; Institutional & Corporate Finance; Finance & Investments; Finanz- u. Anlagewesen; Institutionelle Finanzplanung
Preface. Contributing Authors. SECTION ONE: Interest Rate and Term Structure Modeling. CHAPTER 1: Interest Rate Models (Oren Cheyette). CHAPTER 2: The Four Faces of an Interest Rate Model (Peter Fitton and James F. McNatt). CHAPTER 3: A Review of No Arbitrage Interest Rate Models (Gerald W. Buetow, Frank J. Fabozzi, and James Sochacki). CHAPTER 4: An Introductory Guide to Analyzing and Interpreting the Yield Curve (Moorad Choudhry). CHAPTER 5: Term Structure Modeling (David Audley, Richard Chin, and Shrikant Ramamurthy). CHAPTER 6: A Practical Guide to Swap Curve Construction (Uri Ron). CHAPTER 7: Fitting the Term Structure of Interest Rates Using the Cubic Spline Methodology (Rod Pienaar and Moorad Choudhry). CHAPTER 8: Measuring and Forecasting Yield Volatility (Frank J. Fabozzi and Wai Lee). SECTION TWO: Modeling Factor Risk. CHAPTER 9: Term Structure Factor Models (Robert C. Kuberek). CHAPTER 10: Multi-Factor Risk Models and Their Applications (Lev Dynkin and Jay Hyman). CHAPTER 11: Measuring Plausibility of Hypothetical Interest Rate Shocks (Bennett W. Golub and Leo M. Tilman). SECTION THREE: Valuation Models. CHAPTER 12: Understanding the Building Blocks for OAS Models (Philip O. Obazee). CHAPTER 13: Yield Curves and Valuation Lattices: A Primer (Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan). CHAPTER 14: Using the Lattice Model to Value Bonds with Embedded Options, Floaters, Options, and Caps/Floors (Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan). CHAPTER 15: Using the Lattice Model to Value Forward Start Swaps and Swaptions (Gerald W. Buetow, Jr. and Frank J. Fabozzi). CHAPTER 16: Valuing Path-Dependent Securities (C. Douglas Howard). CHAPTER 17: Monte Carlo Simulation/OAS Approach to Valuing Residential Real Estate-Backed Securities (Frank J. Fabozzi, Scott F. Richard,and David S. Horowitz). CHAPTER 18: Mortgage Pricing on Low-Dimensional Grids (Alexander Levin). CHAPTER 19: The Effect of Mean Reversion on the Valuation of Embedded Options and OAS (David Audley and Richard Chin). INDEX.Altri libri che potrebbero essere simili a questo:
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