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Interest Rate Risk Modeling

Interest Rate Risk Modeling

Hardcover

Series: Wiley Finance, Book 178

Investing & Finance

Publisher Price: $89.95

ISBN10: 0471427241
ISBN13: 9780471427247
Publisher: Wiley
Published: Apr 25 2005
Pages: 432
Weight: 1.46
Height: 1.40 Width: 6.38 Depth: 9.28
Language: English
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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Investing & Finance