Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling - Hardcover

Dattatreya, Ravi E.

Hardcover

ISBN 10: 0077073924 ISBN 13: 9780077073923

Publisher: McGraw-Hill Publishing Co., 1991

Synopsis

The single most important aspect of fixed income investment management is the valuation of securities within a portfolio. The valuation process, however, has become a far more difficult one than in years past, requiring new models and valuation frameworks. To respond to this need, market analysts and researchers are making advances in the development of a unified framework for the valuation of fixed income securities that can be systematically applied to all debt instruments. This book begins with a detailed description of parametric analysis of securities and a discussion of various other advanced valuation technologies, such as yield surface and option-adjusted spread analysis. In addition, it shows practitioners the various hedging, arbitrage and portfolio management implications of these new methods of fixed income valuation.

About this edition

• Publisher: McGraw-Hill Publishing Co.
• Publication date: 1991
• ISBN 10: 0077073924
• ISBN 13: 9780077073923
• Binding: Hardcover
• Number of pages: 350