Book Categories

Summary of Valuation of Fixed Income Securities & Derivatives 3e

This book provides a comprehensive review on the Dirichlet distribution including its basic properties, marginal and conditional distributions, cumulative distribution and survival functions.

Title Information

ISBN:

9781883249069

Pages:

268 pages

Format:

Paperback

Product Code:

16756

Publisher:

John Wiley & Sons Ltd

Published:

01/10/1994

Edition:

3rd Edition

Write a review of this book

Customer Reviews from Amazon

Contents of Valuation of Fixed Income Securities & Derivatives 3e

Preface
Table of Contents
List Of Advertisers

1. Fundamental Valuation Principles

2. Spot Rates and Their Role in Valuation

3. Forward Rates and Term Structure Theories

4. Measuring Price Sensitivity to Interest Rate Changes

5. Overview of the Valuation of Bonds with Embedded Options

6. Binomial Method

7. Monte Carlo method

8. Valuation of Inverse Floaters

9. Valuation of Convertible Securities

10. Valuation of Interest Rate Future Contracts

11. Valuation of Interest Rate Options

12. Valuation of Interest Rate Swaps

Index
Advertisements