Fixed Income Modeling

Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation

Innovations in Derivatives Markets: Fixed Income Modeling, Valuation Adjustments, Risk Management, and Regulation (Springer Proceedings in Mathematics & Statistics) by Kathrin Glau
English | 11 Feb. 2017 | ISBN: 331933445X | 460 Pages | PDF | 8.37 MB

This book presents 20 peer-reviewed chapters on current aspects of derivatives markets and derivative pricing. The contributions, written by leading researchers in the field as well as experienced authors from the financial industry, present the state of the art in:
• Modeling counterparty credit risk: credit valuation adjustment, debit valuation adjustment, funding valuation adjustment, and wrong way risk.

Dynamic Term Structure Modeling: The Fixed Income Valuation Course (repost)  eBooks & eLearning

Posted by fdts at Oct. 28, 2015
Dynamic Term Structure Modeling: The Fixed Income Valuation Course (repost)

Dynamic Term Structure Modeling: The Fixed Income Valuation Course
by Sanjay K. Nawalkha , Gloria M. Soto, Natalia A. Beliaeva
English | 2007 | ISBN: 0471737143 | 683 pages | PDF | 2.79 MB

Dynamic Term Structure Modeling: The Fixed Income Valuation Course  eBooks & eLearning

Posted by tot167 at Nov. 15, 2007
Dynamic Term Structure Modeling: The Fixed Income Valuation Course

Sanjay K. Nawalkha , Gloria M. Soto, Natalia A. Beliaeva, "Dynamic Term Structure Modeling: The Fixed Income Valuation Course"
Wiley; Har/Cdr edition (June 4, 2007) | ISBN: 0471737143 | 683 pages | PDF | 2,9 Mb

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments  eBooks & eLearning

Posted by AvaxGenius at Oct. 16, 2017
Fixed Income Analytics: Bonds in High and Low Interest Rate Environments

Fixed Income Analytics: Bonds in High and Low Interest Rate Environments By Wolfgang Marty
English | PDF,EPUB | 2017 | 213 Pages | ISBN : 3319485407 | 10.98 MB

This book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analyzed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk.
Fixed Income Relative Value Analysis, + Website: A Practitioners Guide to the Theory, Tools, and Trades

Fixed Income Relative Value Analysis, + Website: A Practitioners Guide to the Theory, Tools, and Trades by Doug Huggins and Christian Schaller
English | 2013 | ISBN: 1118477197 | 382 pages | EPUB | 10,6 MB

Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)  eBooks & eLearning

Posted by libr at July 10, 2017
Interest Rate Risk Modeling : The Fixed Income Valuation Course (repost)

Interest Rate Risk Modeling : The Fixed Income Valuation Course by Sanjay K. Nawalkha, Gloria M. Soto and Natalia K. Beliaeva
English | ISBN: 0471427241 | 2005 | 396 pages | PDF | 2,2 MB

Fixed Income Securities: Tools for Today's Markets, 3rd Edition (repost)  eBooks & eLearning

Posted by roxul at May 29, 2017
Fixed Income Securities: Tools for Today's Markets, 3rd Edition (repost)

Bruce Tuckman, Angel Serrat, "Fixed Income Securities: Tools for Today's Markets, 3rd Edition"
English | ISBN: 0470891696, 0470904038 | 2011 | PDF | 640 pages | 14 MB

Fixed Income Markets: Management, Trading and Hedging, 2nd Edition (repost)  eBooks & eLearning

Posted by roxul at May 27, 2017
Fixed Income Markets: Management, Trading and Hedging, 2nd Edition (repost)

Moorad Choudhry, David Moskovic and Max Wong, "Fixed Income Markets: Management, Trading and Hedging, 2nd Edition"
English | ISBN: 1118171721 | 2014 | 704 pages | PDF | 29 MB

Interest Rate Markets: A Practical Approach to Fixed Income (repost)  eBooks & eLearning

Posted by libr at May 15, 2017
Interest Rate Markets: A Practical Approach to Fixed Income (repost)

Interest Rate Markets: A Practical Approach to Fixed Income by Siddhartha Jha
English | 2011 | ISBN: 0470932201 | 346 pages | PDF | 4,2 MB

Fixed Income Analytics  eBooks & eLearning

Posted by alt_f4 at April 27, 2017
Fixed Income Analytics

Fixed Income Analytics (Inside Technology) by Kenneth D. Garbade
English | Nov. 15, 1996 | ISBN: 0262071762 | 370Pages | PDF | 6 MB

Fixed Income Analytics brings together twenty influential papers written by Kenneth Garbade with members of the Cross Markets Research Group of Bankers Trust Company between 1983 and 1990.