ISBN: 9780471220947
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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… Más…
FABOZZI, Frank J. (editor).:
Interest Rate, Term Structure, and Valuation Modeling. - Primera edición2002, ISBN: 0471220949
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[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.,… Más…
2002
ISBN: 0471220949
Pasta dura
[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.,… Más…
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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Detalles del libro - Interest Rate, Term Structure, and Valuation Modeling
EAN (ISBN-13): 9780471220947
ISBN (ISBN-10): 0471220949
Tapa dura
Año de publicación: 2002
Editorial: John Wiley & Sons Inc
514 Páginas
Peso: 0,794 kg
Idioma: eng/Englisch
Libro en la base de datos desde 2007-06-23T02:14:25-05:00 (Mexico City)
Página de detalles modificada por última vez el 2022-05-20T17:14:27-05:00 (Mexico City)
ISBN/EAN: 9780471220947
ISBN - escritura alterna:
0-471-22094-9, 978-0-471-22094-7
Mode alterno de escritura y términos de búsqueda relacionados:
Autor del libro: frank, franks, fabozzi
Título del libro: structure, valuation, interest rate modeling, räte, modelling
Datos del la editorial
Autor: Frank J. Fabozzi
Título: Frank J. Fabozzi Series; Interest Rate, Term Structure, and Valuation Modeling
Editorial: John Wiley & Sons
514 Páginas
Año de publicación: 2002-11-15
Peso: 0,994 kg
Idioma: Inglés
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.Más, otros libros, que pueden ser muy parecidos a este:
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