Advances in Fixed Income Valuation Modeling and Risk Management (Frank J. Fabozzi Series) - Hardcover
Synopsis
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 risk analysis of international bonds.
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About the Author
Frank J. Fabozzi is a financial consultant, editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University′s School of Management.
From the Back Cover
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 risk analysis of international bonds.
"About this title" may belong to another edition of this title.
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Advances in Fixed Income Valuation Modeling and Risk Management
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Advances in Fixed Income Valuation Modeling and Risk Management
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Advances in Fixed Income Valuation Modeling and Risk Management
Published by
Wiley & Sons, Incorporated, John, 1997
ISBN 10: 1883249171
ISBN 13: 9781883249175
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Advances in Fixed Income Valuation Modeling and Risk Management;
Published by
Frank J. Fabozzi Associates, 1997
ISBN 10: 1883249171
ISBN 13: 9781883249175
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