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Interest rate risk modeling - Sanjay K. Nawalkha
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Title
Interest rate risk modeling - the fixed income valuation course
Interest rate risk modeling - the fixed income valuation course
Author
Sanjay K. Nawalkha
Sanjay K. Nawalkha
format
Hardback
Hardback
Publisher
John Wiley & Sons, Inc.
John Wiley & Sons, Inc.
Language
English
English
UK Publication Date
20050425
20050425
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.
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