Hugendubel.de - Das Lesen ist schön

Warenkorb

€ 0,00 0 Buch dabei,
portofrei

Interest Rate, Term Structure, and Valuation Modeling

Sprache: Englisch.
Buch (gebunden)
This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling ... weiterlesen
Buch

99,99*

inkl. MwSt.
Portofrei
Lieferbar innerhalb von zwei Wochen
Interest Rate, Term Structure, and Valuation Modeling als Buch
Produktdetails
Titel: Interest Rate, Term Structure, and Valuation Modeling

ISBN: 0471220949
EAN: 9780471220947
Sprache: Englisch.
Herausgegeben von Frank J. Fabozzi
JOHN WILEY & SONS INC

November 2002 - gebunden - 514 Seiten

Beschreibung

This ultimate guide contains an excellent blend of theory and practice This comprehensive guide covers various aspects of model building for fixed income securities and derivatives. Filled with expert advice, valuable insights, and advanced modeling techniques, Interest Rate, Term Structure, and Valuation Modeling is a book that all institutional investors, portfolio managers, and risk professionals should have. John Wiley & Sons, Inc. is proud to be the publisher of the esteemed Frank J. Fabozzi Series. Comprising nearly 100 titles-which include numerous bestsellers-The Frank J. Fabozzi Series is a key resource for finance professionals and academics, strategists and students, and investors. The series is overseen by its eponymous editor, whose expert instruction and presentation of new ideas have been at the forefront of financial publishing for over twenty years. His successful career has provided him with the knowledge, insight, and advice that has led to this comprehensive series. Frank J. Fabozzi, PhD, CFA, CPA, is Editor of the Journal of Portfolio Management, which is read by thousands of institutional investors, as well as editor or author of over 100 books on finance for the professional and academic markets. Currently, Dr. Fabozzi is an adjunct Professor of Finance at Yale University's School of Management and on the board of directors of the Guardian Life family of funds and the Black Rock complex of funds.

Inhaltsverzeichnis

Preface.

Contributing Authors.

SECTION ONE: Interest Rate and Term Structure Modeling.

CHAPTER 1: Interest Rate Models (Oren Cheyette).

CHAPTER 2: The Four Faces of an Interest Rate Model (Peter Fitton and James F. McNatt).

CHAPTER 3: A Review of No Arbitrage Interest Rate Models (Gerald W. Buetow, Frank J. Fabozzi, and James Sochacki).

CHAPTER 4: An Introductory Guide to Analyzing and Interpreting the Yield Curve (Moorad Choudhry).

CHAPTER 5: Term Structure Modeling (David Audley, Richard Chin, and Shrikant Ramamurthy).

CHAPTER 6: A Practical Guide to Swap Curve Construction (Uri Ron).

CHAPTER 7: Fitting the Term Structure of Interest Rates Using the Cubic Spline Methodology (Rod Pienaar and Moorad Choudhry).

CHAPTER 8: Measuring and Forecasting Yield Volatility (Frank J. Fabozzi and Wai Lee).

SECTION TWO: Modeling Factor Risk.

CHAPTER 9: Term Structure Factor Models (Robert C. Kuberek).

CHAPTER 10: Multi-Factor Risk Models and Their Applications (Lev Dynkin and Jay Hyman).

CHAPTER 11: Measuring Plausibility of Hypothetical Interest Rate Shocks (Bennett W. Golub and Leo M. Tilman).

SECTION THREE: Valuation Models.

CHAPTER 12: Understanding the Building Blocks for OAS Models (Philip O. Obazee).

CHAPTER 13: Yield Curves and Valuation Lattices: A Primer (Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan).

CHAPTER 14: Using the Lattice Model to Value Bonds with Embedded Options, Floaters, Options, and Caps/Floors (Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan).

CHAPTER 15: Using the Lattice Model to Value Forward Start Swaps and Swaptions (Gerald W. Buetow, Jr. and Frank J. Fabozzi).

CHAPTER 16: Valuing Path-Dependent Securities (C. Douglas Howard).

CHAPTER 17: Monte Carlo Simulation/OAS Approach to Valuing Residential Real Estate-Backed Securities (Frank J. Fabozzi, Scott F. Richard,and David S. Horowitz).

CHAPTER 18: Mortgage Pricing on Low-Dimensional Grids (Alexander Levin).

CHAPTER 19: The Effect of Mean Reversion on the Valuation of Embedded Options and OAS (David Audley and Richard Chin).

INDEX.

Portrait

FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Dr. Fabozzi is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate in economics from the City University of New York in 1972 and, in 1994, received an honorary doctorate of humane letters from Nova Southeastern University. Dr. Fabozzi is a Fellow of the International Center for Finance at Yale University.

Kunden, die diesen Artikel gekauft haben, kauften auch

Tragen Sie Ihre E-Mail- Adresse ein, und bleiben Sie kostenlos informiert:
Kurzgeschichten aus Hogwarts: Macht, Politik und nervtötende Poltergeister
eBook
von J.K. Rowling
Kurzgeschichten aus Hogwarts: Heldentum, Härtefälle und hanebüchene Hobbys
eBook
von J.K. Rowling
Gezeichnet
eBook
von Reinhard Klei…
Das Messias-Projekt
- 54% **
eBook
von Markus Ridder
Print-Ausgabe € 10,99

Mehr aus dieser Reihe

zurück
The Basics of Financial Econometrics: Tools, Concepts, and Asset Management Applications
Buch (gebunden)
von Frank J. Fabozzi…
Analysis of Financial Statements
Buch (gebunden)
von Pamela Peterson …
Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques
Buch (gebunden)
von Frank J. Fabozzi…
Equity Valuation and Portfolio Management
Buch (gebunden)
von Frank J. Fabozzi…
The Theory and Practice of Investment Management: Asset Allocation, Valuation, Portfolio Construction, and Strategies
Buch (gebunden)
von Frank J. Fabozzi
vor

Diese Artikel könnten Sie auch interessieren

Harry Potter 1 und der Stein der Weisen. Schmuckausgabe
Buch (gebunden)
von Joanne K. Row…
Harry Potter und das verwunschene Kind - Teil eins und zwei (Special Rehearsal Edition)
- 25% **
eBook
von J.K. Rowling,…
Print-Ausgabe € 19,99
Passagier 23
eBook
von Sebastian Fit…
Die Perlenschwester
- 20% **
eBook
von Lucinda Riley
Print-Ausgabe € 19,99
Origin
- 17% **
eBook
von Dan Brown
Print-Ausgabe € 28,00
Servicehotline
089 - 70 80 99 47

Mo. - Fr. 8.00 - 20.00 Uhr
Sa. 10.00 - 20.00 Uhr
Filialhotline
089 - 30 75 75 75

Mo. - Sa. 9.00 - 20.00 Uhr
Bleiben Sie in Kontakt:
Sicher & bequem bezahlen:
akzeptierte Zahlungsarten: Überweisung, offene Rechnung,
Visa, Master Card, American Express, Paypal
Zustellung durch:
* Alle Preise verstehen sich inkl. der gesetzlichen MwSt. Informationen über den Versand und anfallende Versandkosten finden Sie hier.
** im Vergleich zum dargestellten Vergleichspreis.