eBook.de : Ihr Online Shop für eBooks, Reader, Downloads und Bücher

Connect 01/2015 eBook-Shops: Testsieger im epub Angebot, Testurteil: gut Die Welt: Kundenorientierte Internetseiten Prädikat GOLD
+49 (0)40 4223 6096
€ 0,00

Zur Kasse

Interest Rate, Term Structure, and Valuation Modeling

Sprache: Englisch.
Lieferbar innerhalb von zwei Wochen
Buch (gebunden)
Buch € 99,99* inkl. MwSt.
Portofrei*
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

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.
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.
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.

Gedruckte Welten


 
Bücher bei eBook.de entdecken.

 

Jetzt die besten Bücher entdecken!

Kunden, die diesen Artikel gekauft haben, kauften auch

tolino shine 2 HD
- 9% **
Hardware
Statt € 119,00
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…

Kundenbewertungen zu „Interest Rate, Term Structure, and Valuation Modeling“

Noch keine Bewertungen vorhanden
Zur Rangliste der Rezensenten
Veröffentlichen Sie Ihre Kundenbewertung:
Kundenbewertung schreiben

Diese Artikel könnten Sie auch interessieren

Das Messias-Projekt
- 54% **
eBook
von Markus Ridder
Print-Ausgabe € 10,99
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…
tolino vision 4 HD
- 5% **
Hardware
Statt € 179,00

Unsere Leistungen auf einen Klick

Unser Service für Sie

Zahlungsmethoden
Bequem, einfach und sicher mit eBook.de. mehr Infos akzeptierte Zahlungsarten: Überweisung, offene Rechnung,
Visa, Master Card, American Express, Paypal mehr Infos
Geprüfte Qualität
  • Schnelle Downloads
  • Datenschutz
  • Sichere Zahlung
  • SSL-Verschlüsselung
Servicehotline
+49 (0)40 4223 6096
Mo. - Fr. 8.00 - 20.00 Uhr
Sa. 10.00 - 18.00 Uhr
Chat
Ihre E-Mail-Adresse eintragen und kostenlos informiert werden:
* Alle Preise verstehen sich inkl. der gesetzlichen MwSt. Informationen über den Versand und anfallende Versandkosten finden Sie hier.
Bei als portofrei markierten Produkten bezieht sich dies nur auf den Versand innerhalb Deutschlands.

** im Vergleich zum dargestellten Vergleichspreis.
eBook.de - Meine Bücher immer dabei
eBook.de ist eine Marke der Hugendubel Digital GmbH & Co. KG
Folgen Sie uns unter: