| 000 | 00935camuu2200277 a 4500 | |
| 001 | 000045425640 | |
| 005 | 20080306110817 | |
| 008 | 990715s1998 paua b 001 0 eng d | |
| 020 | ▼a 1883249252 | |
| 020 | ▼a 9781883249250 | |
| 035 | ▼a (KERIS)BIB000007234688 | |
| 040 | ▼a CUY ▼c CUY ▼d OCL ▼d BOS ▼d 211009 | |
| 050 | 4 | ▼a HG4650 ▼b .F35 1998 |
| 082 | 0 4 | ▼a 332.63221 ▼2 22 |
| 090 | ▼a 332.63221 ▼b F121v3 | |
| 100 | 1 | ▼a Fabozzi, Frank J. |
| 245 | 1 0 | ▼a Valuation of fixed income securities and derivatives / ▼c Frank J. Fabozzi. |
| 250 | ▼a 3rd ed. | |
| 260 | ▼a New Hope, Pa. : ▼b Frank J. Fabozzi Associates , ▼c c1998. | |
| 300 | ▼a v, 282 p. : ▼b ill. ; ▼c 24 cm. | |
| 500 | ▼a Originally published: 1996. | |
| 504 | ▼a Includes bibliographical references and index. | |
| 650 | 0 | ▼a Fixed-income securities ▼x Valuation. |
| 650 | 0 | ▼a Derivative securities ▼x Valuation. |
| 945 | ▼a KINS |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 과학도서관/Sci-Info(2층서고)/ | 청구기호 332.63221 F121v3 | 등록번호 121165860 (4회 대출) | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
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책소개
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.
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The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.정보제공 :
목차
Preface.
Index 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 Model I: Valuing Callable Bonds.
7. Binomial Model II: Valuing Other Bond Structures.
8. Monte Carlo Model for Valuing Mortgage-Backed Securities.
9. Valuation of Asset-Backed Securities.
10. Valuation of Inverse Floaters.
11. Valuation of Convertible Securities.
12. Valuation of Interest Rate Futures Contracts.
13. Valuation of Options on Fixed Income Instruments and Interest Rate Futures.
14. Valuation of Interest Rate Swaps.
15. Valuation of Interest Rate Caps and Floors.
16. Estimating Yield Volatility.
Index.
정보제공 :