Advances in Fixed Income
Valuation Modeling and Risk Management

Edited by Frank J. Fabozzi

Advances in Fixed Income Valuation Modeling and Risk Management provides in-depth examinations by thirty-one expert research and opinion leaders on topics such as: problems encountered in valuing interest rate derivatives, tax effects in U.S. government bond markets, portfolio risk management, valuation of treasury bond futures contract’s embedded options, and risk analysis of international bonds.

FJF, wydanie 1997.r
ISBN: 1883249171
Oprawa: Twarda