Title: Advances in Fixed Income Valuation Modeling and Risk Management (Frank J. Fabozzi Series)
Publisher: Wiley
Publication Date: 1997
Language: English
ISBN 10: 1883249171
ISBN 13: 9781883249175
Binding: Hardcover
Condition: New
Weight: 26 ounces

About this title

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.

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.

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