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Valuation of Fixed Income Securities and Derivatives, 3rd Edition
 
 
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Valuation of Fixed Income Securities and Derivatives, 3rd Edition (Hardcover)

by Frank J. Fabozzi (Author) "The objectives of this chapter are to: 1. explain what is meant by the cash flows of a financial asset; 2. discuss the process involved..." (more)
Key Phrases: binomial interest rate tree, theoretical spot rate curve, market conversion premium, Monte Carlo, Today Year, Merrill Lynch (more...)
4.5 out of 5 stars  (2 customer reviews)

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Buy this book with Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization by Charles W. Smithson today!

Valuation of Fixed Income Securities and Derivatives, 3rd Edition Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value Maximization
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Editorial Reviews
Product Description
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.

From the Back Cover
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.

See all Editorial Reviews

Product Details
  • Hardcover: 288 pages
  • Publisher: Wiley; 3 edition (January 1998)
  • Language: English
  • ISBN-10: 1883249252
  • ISBN-13: 978-1883249250
  • Product Dimensions: 8.9 x 6.1 x 0.8 inches
  • Shipping Weight: 15.2 ounces (View shipping rates and policies)
  • Average Customer Review: 4.5 out of 5 stars  (2 customer reviews)
  • Amazon.com Sales Rank: #580,782 in Books (See Bestsellers in Books)
    (Publishers and authors: Improve Your Sales)
  • Also Available in: Paperback  |  All Editions