Valuation of fixed income securities and derivatives

著者

• Fabozzi, Frank J.

書誌事項

Valuation of fixed income securities and derivatives

Frank J. Fabozzi

Frank J. Fabozzi Associates, c1995

注記

Includes index

内容説明・目次

内容説明

This work provides valuation methods that can be applied to any fixed income investment, irrespective of its complexity. It shows how to value traditional bonds as well as more evolved securities, such as callable and putable bonds, top-up notes, range notes, and inverse floating rate securities.

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詳細情報

• NII書誌ID(NCID): BA29562389
• ISBN:
  • 1883249066
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New Hope, Pen.
• ページ数/冊数: 260 p.
• 大きさ: 23 cm
• 分類:
  • NDC9 : 338.1
  • DC20 : 332.63221
• 件名:
  • LCSH : Fixed-income securities -- Valuation
  • LCSH : Derivative securities -- Valuation