Valuation of Fixed Income Securities and Derivatives,Used

Valuation of Fixed Income Securities and Derivatives,Used

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SKU: SONG1883249066
Brand: Wiley
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Accurate valuation is critical to investment success in the fixed income field. Unfortunately, today's more complex securities and derivatives instruments have complicated the valuation task. Valuation of Fixed Income Securities and Derivatives provides valuation methods that can be applied to any fixed income instrument, irrespecitve of its complexity. Author Frank Fabozzi, the preeminent writer on fixed income topics, explains the valuation processes with his customary clarity and authority. Fabozzi shows how to value traditional bonds, as well as more evolved securities, such as callable and putable bonds, stepup notes, range notes, inverse floatingrate securities, and convertible bonds. This book is a must read for all fixed income professionals. Specific topics include: Fundamental principles of valuation; Binomial and Monte Carlo valuation methods; Valuing options, futures, and swaps; Deriving risk measures from valuation models.

⚠️ WARNING (California Proposition 65):

This product may contain chemicals known to the State of California to cause cancer, birth defects, or other reproductive harm.

For more information, please visit www.P65Warnings.ca.gov.

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