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Home > Financial Information Sources > Financial Modeling > Interest Rate Risk Modeling: The Fixed Income Valuation Course

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Interest Rate Risk Modeling: The Fixed Income Valuation Course

Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva
Wiley Finance Series
Hoboken, New Jersey: Wiley, 2005
396pp, ISBN: 978-0-471-42724-7
www.wiley.com

This is comprehensive introduction to interest rate risk, which details the most common models used for pricing and risk analysis of various fixed income securities and their derivatives. It explains how to measure and manage interest rate risk, how the various modeling techniques are used by fixed-income professionals, and illustrates the application of these models to a range of products.

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Interest Rate Risk Modeling : The Fixed Income Valuation Course

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Price: $48.35

Product Description

The definitive guide to fixed income valuation and risk analysis

The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.

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