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Interest rate risk modeling : the fixed income valuation course
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ISBN: 0471427241 9786610277018 1280277017 0471737445 9780471427247 9780471737445 Year: 2005 Publisher: Hoboken, N.J. : John Wiley,

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Abstract

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 provide

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