[Download pdf] Advanced Fixed-Income Valuation Tools (Frontiers in Finance Series)






#2538114 in eBooks 2008-04-21 2008-04-21File Name: B000WCTPKM

13 of 13 people found the following review helpful. A good introductionBy Andrew SujdakIt's basically a collection of dumbed-down review articles on modern fixed income. There's not as much in here on option pricing as I would have wished, and if you consider yourself a reasonable technical person who's seen any fixed income trading before, it's not going to be that helpful to you.It's a nice SUMMARY of the literature available for those who don't have the time to read it all first-hand. SFrom the Inside FlapIn response to intense competition and higher market volatility, players in the fixed-income market now demand increasingly sophisticated valuation tools. Until recently, a basic understanding of duration and convexity or the ability to use simple, one-factor term structure modePresenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.


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You can specify the type of files you want, for your device.Advanced Fixed-Income Valuation Tools (Frontiers in Finance Series)   |  Narasimhan Jegadeesh, Bruce Tuckman. I have read it a couple of times and even shared with my family members. Really good. Couldnt put it down.

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