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Description This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds.
He earned a doctorate in economics from the City University of New York in and, in , received an honorary doctorate of humane letters from Nova Southeastern University. Permissions Request permission to reuse content from this site. Table of contents Preface. Interest Rate and Term Structure Modeling.
Interest Rate Models Oren Cheyette. Fabozzi, and James Sochacki.
Fabozzi and Wai Lee. Golub and Leo M. Yield Curves and Valuation Lattices: A Primer Frank J. Subjects Interest rate futures -- valuation -- mathematical models. Interest rate futures -- Valuation -- Mathematical models. Fixed-income securities -- Valuation -- Mathematical models.
Derivative securities -- Valuation -- Mathematical models. Interest rates -- Mathematical models. Summary "Filled with expert advice, keen insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a valuable reference source for anyone who needs to understand the critical elements in the valuation of fixed income securities and interest rate derivatives, and the measurement of interest rate risk.
Whether you're a portfolio manager, risk professional, or institutional investor, Interest Rate, Term Structure, and Valuation Modeling gives you the tools you need to evaluate the financial products most important to you.
Interest Rate and Term Structure Modeling. Fabozzi and James Sochacki.
Fabozzi and Wai Lee Sect. Golub and Leo M. Yield Curves and Valuation Lattices: Fabozzi, Andrew Kalotay and Michael Dorigan.
A Primer Frank J. Description This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Second, the writing styles can vary substantially. This book is not yet featured on Listopia. ComiXology Thousands of Digital Comics.
Richard and David S. Notes Includes bibliographical references and index. View online Borrow Buy Freely available Show 0 more links Related resource Contributor biographical information at http: Set up My libraries How do I set up "My libraries"? These 4 locations in All: Open to the public.
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