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Valuation of Fixed Income Securities and Derivatives, 3rd Edition by Fabozzi, Frank J. is a book available to read on EtoBox.

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v, 282 pages : 24 cm, Includes bibliographical references and index, 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

Author

Fabozzi, Frank J.

Publisher

New Hope, Pa. : Frank J. Fabozzi Associates

Published

1998

Language

EN

ISBN

9781883249250

Subjects

Finance, Business, Economics

Updated

2026-03-24