Description

Book Synopsis
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

Table of Contents
Preface.

Index of Advertisers.

1. Fundamental Valuation Principles.

2. Spot Rates and Their Role in Valuation.

3. Forward Rates and Term Structure Theories.

4. Measuring Price Sensitivity to Interest Rate Changes.

5. Overview of the Valuation of Bonds with Embedded Options.

6. Binomial Model I: Valuing Callable Bonds.

7. Binomial Model II: Valuing Other Bond Structures.

8. Monte Carlo Model for Valuing Mortgage-Backed Securities.

9. Valuation of Asset-Backed Securities.

10. Valuation of Inverse Floaters.

11. Valuation of Convertible Securities.

12. Valuation of Interest Rate Futures Contracts.

13. Valuation of Options on Fixed Income Instruments and Interest Rate Futures.

14. Valuation of Interest Rate Swaps.

15. Valuation of Interest Rate Caps and Floors.

16. Estimating Yield Volatility.

Index.

Valuation of Fixed Income Securities and

    Product form

    A Hardback by Frank J. Fabozzi

    £56.25

    Includes FREE delivery

    RRP £75.00 – you save £18.75 (25%)

    Order before 4pm tomorrow for delivery by Fri 6 Nov 2026.

    Out of stock

      Trusted by thousands of customers. See 2,385+ Customer Reviews

      View other formats and editions of Valuation of Fixed Income Securities and by Frank J. Fabozzi

      Book details

      Publisher John Wiley & Sons Inc
      Published 31 January 1998
      ISBN-13 9781883249250
      978-1883249250
      ISBN-10 1883249252

      Description

      Book Synopsis
      The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.

      Table of Contents
      Preface.

      Index of Advertisers.

      1. Fundamental Valuation Principles.

      2. Spot Rates and Their Role in Valuation.

      3. Forward Rates and Term Structure Theories.

      4. Measuring Price Sensitivity to Interest Rate Changes.

      5. Overview of the Valuation of Bonds with Embedded Options.

      6. Binomial Model I: Valuing Callable Bonds.

      7. Binomial Model II: Valuing Other Bond Structures.

      8. Monte Carlo Model for Valuing Mortgage-Backed Securities.

      9. Valuation of Asset-Backed Securities.

      10. Valuation of Inverse Floaters.

      11. Valuation of Convertible Securities.

      12. Valuation of Interest Rate Futures Contracts.

      13. Valuation of Options on Fixed Income Instruments and Interest Rate Futures.

      14. Valuation of Interest Rate Swaps.

      15. Valuation of Interest Rate Caps and Floors.

      16. Estimating Yield Volatility.

      Index.

      Recently viewed products

      © 2026 Book Curl

        • American Express
        • Apple Pay
        • Diners Club
        • Discover
        • Google Pay
        • Maestro
        • Mastercard
        • PayPal
        • Shop Pay
        • Union Pay
        • Visa

        Login

        Forgot your password?

        Don't have an account yet?
        Create account