Год выпуска: 2005 Автор: Sanjay K. Nawalkha Издательство: Страниц: 396 ISBN: 9780471427247
Описание
Praise for Interest Rate Risk Modeling "This first book in the fixed income valuation course provides a solid, up–to–date introduction to the field of interest rate risk, and covers all bases in leading up to the complex area of fixed–income option models. For the more experienced, this is an excellent guide to the state of the art, and provides models coupled with software to make the practical use of the ideas therein feasible." —Sanjiv Ranjan Das, Co–Editor, Journal of Derivatives , and Associate Professor of Finance, Santa Clara University "The trilogy on the fixed income course is the first one with hands on Excel/VBA software for fixed income professionals. These are terrific books for all fixed income practitioners." —Frank J. Fabozzi, Editor, Journal of Portfolio Management , and Frederick Frank Adjunct Professor of Finance, Yale University . "The authors are commended in expositing the many interest rate risk measures in a...