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Valuation of Interest-Sensitive Financial Instruments (Frank J. Fabozzi Series)
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| List Price: | £39.99 |
| Price: | £37.99 & eligible for FREE Super Saver Delivery on orders over £5. Details |
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Product Description
Valuations of Interest–Sensitive Financial Instruments provides in–depth analysis of the development and underpinnings of models that are essential to the financial analyst or valuation actuary. Complete coverage includes: spot and forward interest rates, discrete– and continuous–time one–factor models, multi–factor discrete– and continuous–time models, and simulation approaches.
Product Details
- Amazon Sales Rank: #3066051 in Books
- Published on: 1996-10-31
- Original language: English
- Number of items: 1
- Binding: Paperback
- 155 pages
Editorial Reviews
From the Back Cover
Valuations of Interest–Sensitive Financial Instruments provides in–depth analysis of the development and underpinnings of models that are essential to the financial analyst or valuation actuary. Complete coverage includes: spot and forward interest rates, discrete– and continuous–time one–factor models, multi–factor discrete– and continuous–time models, and simulation approaches.
About the Author
David F. Babbel is a professor at the Wharton School at the University of Pennsylvania, a financial consultant for several large insurance companies. He has published prolifically in the academic and professional literature on asset/liability management, insurance, and fixed income investments.
Craig B. Merrill is Associate Professor at Brigham Young University and the Grant Taggart Fellow of Insurance, Risk Management, and Financial Services.
