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… Meer...
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2002, ISBN: 0471220949
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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… Meer...
2002, ISBN: 0471220949
gebonden uitgave
[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.,… Meer...
2002
ISBN: 0471220949
gebonden uitgave
[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.,… Meer...
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
Bibliografische gegevens van het best passende boek
auteur: | |
Titel: | |
ISBN: |
Gedetalleerde informatie over het boek. - Interest Rate, Term Structure, and Valuation Modeling
EAN (ISBN-13): 9780471220947
ISBN (ISBN-10): 0471220949
Gebonden uitgave
Verschijningsjaar: 2002
Uitgever: John Wiley & Sons Inc
514 Bladzijden
Gewicht: 0,794 kg
Taal: eng/Englisch
Boek bevindt zich in het datenbestand sinds 2007-06-23T09:14:25+02:00 (Amsterdam)
Detailpagina laatst gewijzigd op 2022-05-21T00:14:27+02:00 (Amsterdam)
ISBN/EAN: 0471220949
ISBN - alternatieve schrijfwijzen:
0-471-22094-9, 978-0-471-22094-7
alternatieve schrijfwijzen en verwante zoekwoorden:
Auteur van het boek: frank, franks, fabozzi
Titel van het boek: structure, valuation, interest rate modeling, räte, modelling
Gegevens van de uitgever
Auteur: Frank J. Fabozzi
Titel: Frank J. Fabozzi Series; Interest Rate, Term Structure, and Valuation Modeling
Uitgeverij: John Wiley & Sons
514 Bladzijden
Verschijningsjaar: 2002-11-15
Gewicht: 0,994 kg
Taal: Engels
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.Andere boeken die eventueel grote overeenkomsten met dit boek kunnen hebben:
Laatste soortgelijke boek:
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