Fixed Income Modelling

This book PDF is perfect for those who love Business & Economics genre, written by Claus Munk and published by Oxford University Press which was released on 30 June 2011 with total hardcover pages 573. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Fixed Income Modelling books below.

Fixed Income Modelling

Author	: Claus Munk
File Size	: 52,7 Mb
Publisher	: Oxford University Press
Language	: English
Release Date	: 30 June 2011
ISBN	: 9780199575084
Pages	: 573 pages

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Fixed Income Modelling by Claus Munk Book PDF Summary

A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.

Fixed Income Modelling by Claus Munk

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Interest Rate Risk Modeling by Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva

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

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Advances in Fixed Income Valuation Modeling and Risk Management by Frank J. Fabozzi, CFA

Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract's embedded options, and

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Modeling Fixed Income Securities and Interest Rate Options by Robert Jarrow

Modeling Fixed Income Securities and Interest Rate Options offers several new updates. The new edition of the classic textbook presents the basics of fixed-income securities. It requires a minimum of prerequisites. The author presents a coherent theoretical framework for understanding all basic models.

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Advanced Fixed Income Analysis by Moorad Choudhry,Michele Lizzio

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level in existing textbooks. This is material that is pertinent to the investment decisions but is not freely available to those not

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New Methods in Fixed Income Modeling by Mehdi Mili,Reyes Samaniego Medina,Filippo di Pietro

This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric developments in finance, it analyzes the hedging securities and structured instruments that are offered by banks, since recent research in the field of fixed incomes and financial markets has

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Dynamic Term Structure Modeling by Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva

Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibrium and no-arbitrage models in a new framework, along with the major solution techniques using trees, PDE methods, Fourier methods, and approximations. It is an essential reference for

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Fixed Income Portfolio Analytics by David Jamieson Bolder

The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. Through extensive use of practical examples, the author also highlights the necessary technical tools and the common pitfalls that arise

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