Includes a series of end-of-chapter questions for students.* Explains the subtleties of fixed income mathematics.* Discusses multi-factor interest rate models and offers four original case studies.* Covers the latest fixed income securities valuation models and techniques, and their application in real world situations.
Dimensions: 152 x 229
Author: Bruce Tuckman
ISBN: 9780471063223
Format: Paperback
Pages: 528