TY  - BOOK
AU  - Veronesi, Pietro
TI  - Fixed income securities : valuation, risk, and risk management
SN  - 9780470109106
U1  - 658.155 VER 
PY  - 2010///
CY  - New Jersey
PB  - John Wiley & Sons
KW  - Fixed - income securities
KW  - Risk management
KW  - United States
N1  - Rs. 8,444/-; 1.	An introduction to fixed income markets 
2.	Basics of fixed income securities 
3.	Basics of interest rate risk management 
4.	Basic refinements in interest rate risk management 
5.	Interest rate derivatives: forwards and swaps 
6.	Interest rate derivatives: futures and options 
7.	Inflation, monetary policy, and the federal funds rate 
8.	Basics of residential mortgage backed securities 
9.	One step binomial trees 
10.	Multi-step binomial trees 
11.	Risk neutral trees and derivative pricing 
12.	American options 
13.	Monte Carlo simulation on trees 
14.	Interest rate models in continuous time 
15.	No arbitrage and the pricing of interest rate securities 
16.	Dynamic hedging and relative value trades 
17.	Risk neutral pricing and Monte Carlo simulations 
18.	The risk and return of interest rate securities 
19.	No arbitrage models and standard derivatives 
20.	The market model for standard derivatives 
21.	Forward risk neutral pricing and the Labor market model 
22.	Multi factor models
N2  - 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
ER  -