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Fixed Income Analytics: State-of-the-art Debt Analysis and Valuation Modelling

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Description

The single most important aspect of fixed income investment management is the valuation of securities within a portfolio. The valuation process, however, has become a far more difficult one than in years past, requiring new models and valuation frameworks. To respond to this need, market analysts and researchers are making advances in the development of a unified framework for the valuation of fixed income securities that can be systematically applied to all debt instruments. This book begins with a detailed description of parametric analysis of securities and a discussion of various other advanced valuation technologies, such as yield surface and option-adjusted spread analysis. In addition, it shows practitioners the various hedging, arbitrage and portfolio management implications of these new methods of fixed income valuation.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 September 1991
Listed Since
18 October 2006

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