Author: Pailin KittithawornkulPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 78
Book Description
Bond Portfolio Immunization Using the M-Vector Model
Author: Pailin KittithawornkulPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 78
Book Description
Interest Rate Risk Modeling
Author: Sanjay K. NawalkhaPublisher: John Wiley & Sons
ISBN: 0471427241
Category : Business & Economics
Languages : en
Pages : 436
Book Description
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Duration and an Alternative Bond Portfolio Immunization Strategy
Author: Choong Sup TarkPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 206
Book Description
Bond Portfolio Immunization
Author: David L. BlankPublisher:
ISBN:
Category : Bonds
Languages : en
Pages : 230
Book Description
Bond Portfolio Immunization
Author: Michael R. GranitoPublisher: Lexington Books
ISBN:
Category : Business & Economics
Languages : en
Pages : 264
Book Description
Encyclopedia of Finance
Author: Cheng-Few LeePublisher: Springer Nature
ISBN: 3030912310
Category : Business & Economics
Languages : en
Pages : 2746
Book Description
The Encyclopedia of Finance comprehensively covers the broad spectrum of terms and topics relating finance from asset pricing models to option pricing models to risk management and beyond. This third edition is comprised of over 1,300 individual definitions, chapters, appendices and is the most comprehensive and up-to-date resource in the field, integrating the most current terminology, research, theory, and practical applications. It includes 200 new terms and essays; 25 new chapters and four new appendices. Showcasing contributions from an international array of experts, the revised edition of this major reference work is unparalleled in the breadth and depth of its coverage.
Modern Multi-Factor Analysis of Bond Portfolios
Author: Giovanni Barone-AdesiPublisher: Springer
ISBN: 1137564865
Category : Business & Economics
Languages : en
Pages : 137
Book Description
Where institutions and individuals averagely invest the majority of their assets in money-market and fixed-income instruments, interest rate risk management could be seen as the single most important global financial issue. However, the majority of the key techniques used by most investors were developed several decades ago, and the advantages of multi-factor models are not fully recognised by many researchers and practitioners. This book provides clear and practical insight into bond portfolios and portfolio management through key empirical analysis. The authors use extensive sets of empirical data to describe the value potentially added by more recent techniques to manage interest rate risk relative to traditional techniques and to present empirical evidence of such an added value. Beginning with a description of the simplest models and moving on to the most complex, the authors offer key recommendations for the future of rate risk management.
Interest Rate Risk Modeling
Author: Sanjay K. NawalkhaPublisher: John Wiley & Sons
ISBN: 0471737445
Category : Business & Economics
Languages : en
Pages : 429
Book Description
The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.
Journal of Investment Management
Author: Bond Pricing and Portfolio Analysis
Author: Olivier de La GrandvillePublisher: MIT Press
ISBN: 0262541459
Category : Bonds
Languages : en
Pages : 486
Book Description
Makes accessible the most important methodological advances in bond evaluation from the past twenty years.