Interest rate risk modeling : | the fixed income valuation course / | Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva.

Nawalkha, Sanjay K.

Interest rate risk modeling : the fixed income valuation course / Fixed income valuation course Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva. - Hoboken, N.J. : John Wiley & Sons, c2005. - xxvii, 396 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.). - Wiley finance series . - Wiley finance .

Includes bibliographical references (p. 377-382) and index.


System requirements: 120 MHx or faster processor; 32 MB of total RAM, 64 MB recommended; CD-ROM drive.

0471427241


Bonds--Valuation--Mathematical models
Fixed-income securities--Valuation--Mathematical models
Interest rate risk--Mathematical models

HG6024.5 / .N39 2005
Powered by AltSol