Interest Rate Risk Modeling

Beschreibung

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysiscomprehensively covers the most definitive work on interest raterisk, term structure analysis, and credit risk. The first book oninterest rate risk modeling examines virtually every well-known IRRmodel used for pricing and risk analysis of various fixed incomesecurities and their derivatives. The companion CD-ROM containnumerous formulas and programming tools that allow readers tobetter model risk and value fixed income securities. Thiscomprehensive resource provides readers with the hands-oninformation and software needed to succeed in this financialarena.

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Sanjay K. Nawalkha

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