The Handbook of Fixed Income Securities Chapter 41 The Market Yield Curve and Fitting the Term Structure of Interest Rates

The Handbook of Fixed Income Securities  Chapter 41   The Market Yield Curve and Fitting the Term Structure of Interest Rates
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 31
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071715386

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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities Chapter 8 Overview of Forward Rate Analysis

The Handbook of Fixed Income Securities  Chapter 8   Overview of Forward Rate Analysis
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 27
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071718370

Download The Handbook of Fixed Income Securities Chapter 8 Overview of Forward Rate Analysis Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities Chapter 40 A Framework for Analyzing Yield Curve Trades

The Handbook of Fixed Income Securities  Chapter 40   A Framework for Analyzing Yield Curve Trades
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 30
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071715379

Download The Handbook of Fixed Income Securities Chapter 40 A Framework for Analyzing Yield Curve Trades Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities Chapter 42 Hedging Interest Rate Risk with Term Structure Factor Models

The Handbook of Fixed Income Securities  Chapter 42   Hedging Interest Rate Risk with Term Structure Factor Models
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 23
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071715393

Download The Handbook of Fixed Income Securities Chapter 42 Hedging Interest Rate Risk with Term Structure Factor Models Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities Chapter 2 Risks Associated with Investing in Fixed Income Securities

The Handbook of Fixed Income Securities  Chapter 2   Risks Associated with Investing in Fixed Income Securities
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 13
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071718226

Download The Handbook of Fixed Income Securities Chapter 2 Risks Associated with Investing in Fixed Income Securities Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

The Handbook of Fixed Income Securities Chapter 47 Bond Immunization An Asset Liability Optimization Strategy

The Handbook of Fixed Income Securities  Chapter 47   Bond Immunization  An Asset Liability Optimization Strategy
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 15
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071715430

Download The Handbook of Fixed Income Securities Chapter 47 Bond Immunization An Asset Liability Optimization Strategy Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Rethinking Valuation and Pricing Models

Rethinking Valuation and Pricing Models
Author: Carsten Wehn,Christian Hoppe,Greg N. Gregoriou
Publsiher: Academic Press
Total Pages: 652
Release: 2012-12-17
Genre: Business & Economics
ISBN: 9780124158887

Download Rethinking Valuation and Pricing Models Book in PDF, Epub and Kindle

It is widely acknowledged that many financial modelling techniques failed during the financial crisis, and in our post-crisis environment many techniques are being reconsidered. This single volume provides a guide to lessons learned for practitioners and a reference for academics. Including reviews of traditional approaches, real examples, and case studies, contributors consider portfolio theory; methods for valuing equities and equity derivatives, interest rate derivatives, and hybrid products; and techniques for calculating risks and implementing investment strategies. Describing new approaches without losing sight of their classical antecedents, this collection of original articles presents a timely perspective on our post-crisis paradigm. Highlights pre-crisis best classical practices, identifies post-crisis key issues, and examines emerging approaches to solving those issues Singles out key factors one must consider when valuing or calculating risks in the post-crisis environment Presents material in a homogenous, practical, clear, and not overly technical manner

The Handbook of Fixed Income Securities Chapter 38 Valuation of Mortgage Backed Securities

The Handbook of Fixed Income Securities  Chapter 38   Valuation of Mortgage Backed Securities
Author: Frank Fabozzi,Frank J. Fabozzi
Publsiher: McGraw Hill Professional
Total Pages: 27
Release: 2005-04-15
Genre: Business & Economics
ISBN: 9780071715348

Download The Handbook of Fixed Income Securities Chapter 38 Valuation of Mortgage Backed Securities Book in PDF, Epub and Kindle

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.