Fixed Income Solutions: New Techniques for Managing Market Risks - Hardcover

Inhaltsangabe

Contributors discuss risk management in the fixed income market and examine new research and theories in the field. Topics include fixed-income subsector asset allocation; the evolution of interest rate models; default risk-based pricing in a two-asset setting; finding value in mortgage derivatives; debt and equity in the new real estate markets; and arbitrage-free bond canonical decomposition. Includes an investor's guide to floating-rate notes, plus detailed chapter summaries. For professionals in finance. Annotation c. by Book News, Inc., Portland, Or.

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