{"product_id":"advanced-fixedincome-valuation-tools-9780471254195","title":"Advanced FixedIncome Valuation Tools","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003ePresenting the most advanced thinking on the topic, this book covers the latest valuation models and techniques. It addresses essential topics such as the subtleties of fixed-income mathematics, new approaches to modeling term structures, and the applications of fixed-income valuation on credit risk, mortgages, munis, and indexed bonds.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eADVANCED FIXED-INCOME MATHEMATICS.\u003cbr\u003e \u003cbr\u003e Fixed-Income Subtleties and the Pricing of Long Bonds (N. Pearson).\u003cbr\u003e \u003cbr\u003e Convexity Bias and the Yield Curve (A. Ilmanen).\u003cbr\u003e \u003cbr\u003e Futures vs. Forward Prices: Implications for Swap Pricing and Derivatives Valuation (M. Grinblatt \u0026amp; N. Jegadeesh).\u003cbr\u003e \u003cbr\u003e TERM STRUCTURE MODELING.\u003cbr\u003e \u003cbr\u003e Discrete-Time Models of Bond Pricing (D. Backus, et al.).\u003cbr\u003e \u003cbr\u003e Stochastic Mean Models of the Term Structure of Interest Rates (P. Balduzzi, et al.).\u003cbr\u003e \u003cbr\u003e Interest Rate Modeling with Jump-Diffusion Processes (S. Das).\u003cbr\u003e \u003cbr\u003e OTHER RISK FACTORS.\u003cbr\u003e \u003cbr\u003e Some Elements of Rating-Based Credit Risk Modeling (D. Lando).\u003cbr\u003e \u003cbr\u003e Anatomy of Prepayments: The Salomon Brothers Prepayment Model (L. Hayre \u0026amp; A. Rajan).\u003cbr\u003e \u003cbr\u003e The Pricing and Hedging of Mortgage-Backed Securities: A Multivariate Density Estimation Approach (J. Boudoukh, et al.).\u003cbr\u003e \u003cbr\u003e The Muni Puzzle: Explanations and Implications for Investors (J. Chalmers).\u003cbr\u003e \u003cbr\u003e Models of Currency Option Pricing (G. Bakshi \u0026amp; Z. Chen).\u003cbr\u003e \u003cbr\u003e NUMERICAL VALUATION TECHNIQUES.\u003cbr\u003e \u003cbr\u003e Exploring the Relation between Discrete-Time Jump Processes and the Finite Difference Method (S. Heston \u0026amp; G. Zhou).\u003cbr\u003e \u003cbr\u003e Monte Carlo Methods for the Valuation of Interest Rate Securities (L. Andersen \u0026amp; P. Boyle).\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402546159959,"sku":"9780471254195","price":60.0,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471254195.jpg?v=1730480714","url":"https:\/\/bookcurl.com\/products\/advanced-fixedincome-valuation-tools-9780471254195","provider":"Book Curl","version":"1.0","type":"link"}