Can I read Advanced Fixed Income Valuation Tools on EtoBox?

Advanced Fixed Income Valuation Tools by Jegadeesh, Narasimhan; Tuckman, Bruce is a book available to read on EtoBox.

What is Advanced Fixed Income Valuation Tools about?

xiv, 414 pages : 24 cm, \"Advanced Fixed-Income Valuation Tools arms the reader with the knowledge and tools needed to succeed in the competitive and rapidly evolving field of quantitative fixed-income investing and trading.\"--Jacket, Fixed-income subtleties and the pricing of long bonds / Neil D. Pearson -- Convexity bias and the yield curve / Antti Ilmanen -- Futures vs. forward prices : implications for swap pricing and derivatives valuation / Mark Grinblatt and Narasimhan Jegadeesh -- Discrete-time models of bond pricing / David Backus, Silverio Foresi, and Chris Telmer -- Stochastic mean models of the term structure of interest rates / Pierluigi Balduzzi [and others] -- Interest rate modeling with jump-diffusion processes / Sanjiv Ranjan Das -- Some elements of rating-based credit risk modeling / David Lando -- Anatomy of prepayments : the Salomon Brothers prepayment model / Lakhbir Hayre and Arvind Rajan -- The pricing and hedging of mortgage-backed securities : a multivariate density estimation approach / Jacob Boudoukh [and others] -- The Muni puzzle : explanations and implications for investors / John M.R. Chalmers -- Models of currency option pricing / Gurdip Bakshi and

Author

Jegadeesh, Narasimhan; Tuckman, Bruce

Publisher

New York : Wiley

Published

2000

Language

EN

ISBN

9780471254195

Subjects

Finance, Business