By Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva
The Trilogy in fastened source of revenue Valuation and possibility research comprehensively covers the main definitive paintings on rate of interest danger, time period constitution research, and credits possibility. the 1st publication on rate of interest threat modeling examines almost each famous IRR version used for pricing and hazard research of assorted fastened source of revenue securities and their derivatives. The better half CD-ROM comprise various formulation and programming instruments that permit readers to higher version hazard and price mounted source of revenue securities. This complete source offers readers with the hands-on details and software program had to achieve this monetary arena.
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Additional info for Interest Rate Risk Modeling: The Fixed Income Valuation Course (Wiley Finance)
Interest Rate Risk Modeling: The Fixed Income Valuation Course (Wiley Finance) by Sanjay K. Nawalkha,Gloria M. Soto,Natalia A. Beliaeva