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

Posted by interes at Dec. 22, 2016
Fixed Income Securities: Tools for Today's Markets, 3rd Edition (repost)

Fixed Income Securities: Tools for Today's Markets, 3rd Edition by Bruce Tuckman, Angel Serrat
English | ISBN: 0470891696, 0470904038 | 2011 | EPUB | 640 pages | 8 MB

The Handbook of Fixed Income Securities, Eighth Edition  eBooks & eLearning

Posted by arundhati at Nov. 17, 2016
The Handbook of Fixed Income Securities, Eighth Edition

Frank J. Fabozzi, Steven V. Mann, "The Handbook of Fixed Income Securities, Eighth Edition"
2016 | ISBN-10: 0071768467 | 1840 pages | PDF | 42 MB

Fixed Income Securities: Valuation, Risk, and Risk Management  eBooks & eLearning

Posted by Bayron at Sept. 6, 2016
Fixed Income Securities: Valuation, Risk, and Risk Management

Fixed Income Securities: Valuation, Risk, and Risk Management by Pietro Veronesi
English | 2010 | ISBN: 0470109106 | 848 pages | PDF | 281 MB

Fixed Income Modelling (Repost)  eBooks & eLearning

Posted by roxul at Aug. 10, 2016
Fixed Income Modelling (Repost)

Claus Munk, "Fixed Income Modelling"
English | 2011 | 512 Pages | ISBN: 0199575088 | PDF | 3 MB

Handbook of Fixed-Income Securities  eBooks & eLearning

Posted by interes at May 9, 2016
Handbook of Fixed-Income Securities

Handbook of Fixed-Income Securities by Pietro Veronesi
English | 2016 | ISBN: 1118709195 | 632 pages | PDF | 17,3 MB

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

Posted by tarantoga at March 17, 2016
Interest Rate Markets: A Practical Approach to Fixed Income

Siddhartha Jha, "Interest Rate Markets: A Practical Approach to Fixed Income"
ISBN: 0470932201 | 2011 | EPUB | 368 pages | 2 MB

The Price of Fixed Income Market Volatility  eBooks & eLearning

Posted by Underaglassmoon at Jan. 15, 2016
The Price of Fixed Income Market Volatility

The Price of Fixed Income Market Volatility
Springer | Quantitative Finance | January 15, 2016 | ISBN-10: 3319265229 | 215 pages | pdf | 3.57 mb

Authors: Mele, Antonio, Obayashi, Yoshiki
The first systematic treatment of fixed income volatility pricing
Two indexes included here were already launched by the Chicago Board Options Exchange in 2012 & 2013
Gives applied researchers access to clear background needed before undertaking empirical research into relatively new areas
Provides theorists with foundations to the evaluation of new products referenced to forward-looking gauges of interest-rate volatility
Includes specially developed small examples to deal with delicate pricing details