Fabozzi, Frank J.
Click on author name above for full title listing
Hardcover
300 pages
Published: 1997
Publisher: McGraw-Hill Education - Europe
ISBN / EAN: 1883249171
This work explores the theories and research findings that are at the forefront of the fixed income industry today. Topics include: valuing interest rate derivatives; valuation and portfolio risk management with mortgage-backed securities; and arbitrage-
