Wonder Club world wonders pyramid logo
×

Interest Rate Modeling Book

Interest Rate Modeling
Interest Rate Modeling, Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services.
This access, Interest Rate Modeling has a rating of 5 stars
   2 Ratings
X
Interest Rate Modeling, Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services. This access, Interest Rate Modeling
5 out of 5 stars based on 2 reviews
5
100 %
4
0 %
3
0 %
2
0 %
1
0 %
Digital Copy
PDF format
1 available   for $99.99
Original Magazine
Physical Format

Sold Out

  • Interest Rate Modeling
  • Written by author Fabozzi
  • Published by Wiley, John & Sons, Incorporated, October 2002
  • Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services. This access
  • The valuation of fixed income securities and interest rate derivatives-from simple structures to the most complex structures found in the interest rate derivatives market and structured finance sector-depends on the interest rate model and term structure
Buy Digital  USD$99.99

WonderClub View Cart Button

WonderClub Add to Inventory Button
WonderClub Add to Wishlist Button
WonderClub Add to Collection Button

Book Categories

Authors

Preface
Contributing Authors
Sect. 1Interest Rate and Term Structure Modeling1
Ch. 1Interest Rate Models3
Ch. 2The Four Faces of an Interest Rate Model27
Ch. 3A Review of No Arbitrage Interest Rate Models39
Ch. 4An Introductory Guide to Analyzing and Interpreting the Yield Curve73
Ch. 5Term Structure Modeling93
Ch. 6A Practical Guide to Swap Curve Construction137
Ch. 7Fitting the Term Structure of Interest Rates Using the Cubic Spline Methodology157
Ch. 8Measuring and Forecasting Yield Volatility187
Sect. 2Modeling Factor Risk213
Ch. 9Term Structure Factor Models215
Ch. 10Multi-Factor Risk Models and Their Applications241
Ch. 11Measuring Plausibility of Hypothetical Interest Rate Shocks295
Sect. 3Valuation Models313
Ch. 12Understanding the Building Blocks for OAS Models315
Ch. 13Yield Curves and Valuation Lattices: A Primer345
Ch. 14Using the Lattice Model to Value Bonds with Embedded Options, Floaters, Options, and Caps/Floors357
Ch. 15Using the Lattice Model to Value Forward Start Swaps and Swaptions379
Ch. 16Valuing Path-Dependent Securities421
Ch. 17Monte Carlo Simulation/OAS Approach to Valuing Residential Real Estate-Backed Securities443
Ch. 18Mortgage Pricing on Low-Dimensional Grids469
Ch. 19The Effect of Mean Reversion on the Valuation of Embedded Options and OAS489
Index499


Login

  |  

Complaints

  |  

Blog

  |  

Games

  |  

Digital Media

  |  

Souls

  |  

Obituary

  |  

Contact Us

  |  

FAQ

CAN'T FIND WHAT YOU'RE LOOKING FOR? CLICK HERE!!!

X
WonderClub Home

This item is in your Wish List

Interest Rate Modeling, Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services.
This access, Interest Rate Modeling

X
WonderClub Home

This item is in your Collection

Interest Rate Modeling, Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services.
This access, Interest Rate Modeling

Interest Rate Modeling

X
WonderClub Home

This Item is in Your Inventory

Interest Rate Modeling, Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services.
This access, Interest Rate Modeling

Interest Rate Modeling

WonderClub Home

You must be logged in to review the products

E-mail address:

Password: