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Interest rate risk modeling : the fixed income valuation course /

Bibliographic Details
Main Author: Nawalkha, Sanjay K.
Other Authors: Soto, Gloria M., Beli︠a︡eva, Natalʹi︠a︡ A. (Natalʹi︠a︡ Anatolʹevna), 1975-
Format: Book
Language:English
Published: Hoboken, N.J. : John Wiley, [2005]
Series:Wiley finance series.
Subjects:
Interest rate risk > Mathematical models.
Bonds > Valuation > Mathematical models.
Fixed-income securities > Valuation > Mathematical models.
Online Access:Table of contents
Description
Physical Description:xxvii, 396 pages : illustrations ; 24 cm.
Format:System requirements: 120 MHx or faster processor; 32 MB of total RAM, 64 MB recommended; CD-ROM drive.
Bibliography:Includes bibliographical references (pages 377-382) and index.
ISBN:0471427241 (cloth/cd-rom)