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

Isbn 10: 0077073924

Isbn 13: 978-0077073923

Ravi E. Dattatreya Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling djvu

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Kitap açıklaması

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.

yazar :Ravi E. Dattatreya
Isbn 10 :0077073924
Isbn 13 :978-0077073923
yayınevi :McGraw-Hill Publishing Co.
dil :İngilizce
Tarafından gönderildi Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling:1 Eylül 1991