000			01668nam a2200169Ia 4500
020			_a9780470109106
082			_a658.155 VER
100			_aVeronesi, Pietro
245			_aFixed income securities : valuation, risk, and risk management
260			_bJohn Wiley & Sons _aNew Jersey _c2010
300			_axxxiii,805p. _b26cm, Hard
500			_aRs. 8,444/-
505			_a1. 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.
520			_aProviding 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
650			_aFixed - income securities _aRisk management _aUnited States
942			_cBK
999			_c98917 _d98917