Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

In the Second Edition of Fixed Income Analysis, financial expert Frank Fabozzi and a team of knowledgeable contributors provide complete coverage of the most important issues in fixed income analysis. Now, in Fixed Income Analysis Workbook, Second Edition, Fabozzi offers you a wealth of practical information and exercises that will solidify your understanding of the tools and techniques associated with this discipline. This comprehensive study guide--which parallels the main book chapter by chapter--contains challenging problems and a complete set of solutions as well as concise learning outcome statements and summary overviews. If you want to make the most of your time in the fixed income marketplace, the lessons within this workbook can show you how. Topics reviewed include: The risks associated with investing in fixed income securities The fundamentals of valuation and interest rate risk The features of structured products--such as mortgage-backed securities and asset-backed securities The principles of credit analysis The valuation of fixed income securities with embedded options

Fixed-income securities --- Festverzinsliches Wertpapier. --- Fixed-income securities. --- 332.6323 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Investment management --- Capital structure

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Bonds. --- Investment analysis --- Portfolio management --- Bond market --- Bonds --- 332.6323 --- Bond markets --- Market, Bond --- Capital market --- Investment management --- Investments --- Securities --- Analysis of investments --- Analysis of securities --- Security analysis --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Efficient Methods for Valuing Interest Rate Derivatives provides an overview of the models that can be used for valuing and managing interest rate derivatives. Split into two parts, the first discusses and compares the traditional models, such as spot- and forward-rate models, while the second concentrates on the more recently developed Market models. Unlike most of his competitors, the author's focus is not only on the mathematics: Antoon Pelsser draws on his experience in industry to explore the practical issues, such as the implementation of models, and model selection.Aimed at people with a solid quantitative background, this book will be of particular interest to risk managers, interest rate derivative traders, quantitative researchers, portfolio and fund managers, and students of mathematics and economics, but it will also prove invaluable to anyone looking for a good overview of interest rate derivative modelling.

Stochastic processes --- Derivative securities. --- Instruments dérivés (Finances) --- Derivative securities --- 332.6323 --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Instruments dérivés (Finances) --- Economics, Mathematical . --- Quantitative Finance. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Methodology

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provide

Bonds - Valuation - Mathematical models. --- Fixed-income securities - Valuation - Mathematical models. --- Interest rate risk - Mathematical models. --- Interest rate risk. --- Interest rate risk --- Bonds --- Fixed-income securities --- Finance --- Business & Economics --- Investment & Speculation --- Mathematical models --- Valuation --- -Bonds --- -Fixed-income securities --- -332.6323 --- Fixed-income investments --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks --- Risk --- -Mathematical models --- Law and legislation --- Mathematical models. --- Valuation&delete& --- E-books

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

AA / International- internationaal --- 333.600 --- 333.632.0 --- 333.631 --- NBB multivolumes --- Financiële markten. Kapitaalmarkten (algemeenheden). --- Obligaties: algemeenheden. --- Overheidsfondsen. Markt van de overheidsfondsen. --- 336.76 --- Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Bond market --- Bonds --- -Fixed-income securities --- Interest rates --- Investments --- Investing --- Investment management --- Portfolio --- Finance --- Disinvestment --- Loans --- Saving and investment --- Speculation --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Fixed-income investments --- Fixed-income securities --- Investments, Fixed-income --- Securities, Fixed-income --- Securities --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks --- Bond markets --- Market, Bond --- Capital market --- Mathematical models --- Law and legislation --- Bond market. --- Fixed-income securities. --- Interest rates. --- Investments. --- Mathematical models. --- -Bond market --- 332.6323 --- 336.76 Beurswezen. Geldmarkt. Valutamarkt. Binnenlandse geldmarkt. Valutamarkt --- Financiële markten. Kapitaalmarkten (algemeenheden) --- Overheidsfondsen. Markt van de overheidsfondsen --- Obligaties: algemeenheden