Veronesi, Pietro <br/><br/>
Fixed income securities : valuation, risk, and risk management 

 - New Jersey  John Wiley & Sons  2010 
 - xxxiii,805p.  26cm, Hard 
<br/><br/> Rs. 8,444/- 
<br/><br/>1.	An introduction to fixed income markets <br/>2.	Basics of fixed income securities <br/>3.	Basics of interest rate risk management <br/>4.	Basic refinements in interest rate risk management <br/>5.	Interest rate derivatives: forwards and swaps <br/>6.	Interest rate derivatives: futures and options <br/>7.	Inflation, monetary policy, and the federal funds rate <br/>8.	Basics of residential mortgage backed securities <br/>9.	One step binomial trees <br/>10.	Multi-step binomial trees <br/>11.	Risk neutral trees and derivative pricing <br/>12.	American options <br/>13.	Monte Carlo simulation on trees <br/>14.	Interest rate models in continuous time <br/>15.	No arbitrage and the pricing of interest rate securities <br/>16.	Dynamic hedging and relative value trades <br/>17.	Risk neutral pricing and Monte Carlo simulations <br/>18.	The risk and return of interest rate securities <br/>19.	No arbitrage models and standard derivatives <br/>20.	The market model for standard derivatives <br/>21.	Forward risk neutral pricing and the Labor market model <br/>22.	Multi factor models. 
<br/><br/> Providing a description of the forces that affect the valuation, risk and return of fixed income securities, this text outlines the importance of parameter data and the role of financial models 
<br/><br/><label>ISBN: </label>9780470109106 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Fixed - income securities<br/>Risk management<br/>United States
<br/><br/><label>Dewey Class. No.: </label>658.155 VER