Fixed Income Solutions: New Techniques for Managing Market Risks - Couverture rigide

Ho, Thomas S. Y.

 
9780786308460: Fixed Income Solutions: New Techniques for Managing Market Risks

Synopsis

Focusing on derivatives, mortgage-backed securities and asset/liability management, this text provides information on such issues as the valuation of option-embedded bonds, measuring prepayment risk in mortgage-backed securities and methods for combining dynamic investment strategies.

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