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

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

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.

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Dattatreya Ravi E.
Published by The McGraw-Hill Company
ISBN 10: 0077073924 ISBN 13: 9780077073923
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Book Description The McGraw-Hill Company. Book Condition: New. pp. 350. Bookseller Inventory # 7167248

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