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

Dattatreya, Ravi E.

 
9780077073923: Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling
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.

"synopsis" may belong to another edition of this title.

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