Valuation of Fixed Income Securities and Derivatives - Softcover
Accurate valuation is critical to investment success in the fixed income field. Unfortunately, today's more complex securities and derivatives instruments have complicated the valuation task. Valuation of Fixed Income Securities and Derivatives provides valuation methods that can be applied to any fixed income instrument, irrespecitve of its complexity. Author Frank Fabozzi, the preeminent writer on fixed income topics, explains the valuation processes with his customary clarity and authority. Fabozzi shows how to value traditional bonds, as well as more evolved securities, such as callable and putable bonds, step-up notes, range notes, inverse floating-rate securities, and convertible bonds. This book is a must read for all fixed income professionals. Specific topics include: Fundamental principles of valuation; Binomial and Monte Carlo valuation methods; Valuing options, futures, and swaps; Deriving risk measures from valuation models.
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From the Back Cover:
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.
About the Author:
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
"About this title" may belong to another edition of this title.
- PublisherFrank J Fabozzi Assoc
- Publication date1995
- ISBN 10 1883249066
- ISBN 13 9781883249069
- BindingPaperback
- Edition number2
- Number of pages260
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Valuation of Fixed Income Securities and Derivatives
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Irwin Professional Publishing
(1995)
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ISBN 13: 9781883249069
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Valuation of Fixed Income Securities and Derivatives
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Book Description Softcover. Condition: Good. 2nd Revised edition. Accurate valuation is critical to investment success in the fixed income field. Unfortunately, today's more complex securities and derivatives instruments have complicated the valuation task. Valuation of Fixed Income Securities and Derivatives provides valuation methods that can be applied to any fixed income instrument, irrespecitve of its complexity. Author Frank Fabozzi, the preeminent writer on fixed income topics, explains the valuation processes with his customary clarity and authority. Fabozzi shows how to value traditional bonds, as well as more evolved securities, such as callable and putable bonds, step-up notes, range notes, inverse floating-rate securities, and convertible bonds. This book is a must read for all fixed income professionals. Specific topics include: Fundamental principles of valuation; Binomial and Monte Carlo valuation methods; Valuing options, futures, and swaps; Deriving risk measures from valuation models. Seller Inventory # SONG1883249066
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Valuation of Fixed Income Securities and Derivatives
Published by
Frank J Fabozzi Assoc December 1995
(1995)
ISBN 10: 1883249066
ISBN 13: 9781883249069
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Book Description Trade Paperback. Condition: Used Very Good. Light wear to cover, slightly bumped corners, pages clean and unmarked. Firefly sells new and used books through our store front. We try to add a detailed description to as many titles as possible. If you have questions regarding this title, please contact us. Photos available on request. Seller Inventory # 337492
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