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Valuation of Fixed Income Securities and Derivatives, 3rd Edition
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Valuation of Fixed Income Securities and Derivatives, 3rd Edition Hardcover - 1998 - 3rd Edition

by Frank J. Fabozzi


First line

The objectives of this chapter are to: 1. explain what is meant by the cash flows of a financial asset; 2. discuss the process involved in valuing a fixed income security; 3. explain the situations in which determination of the cash flows of a fixed income security is complex; 4. review the provisions that allow the cash flows to be altered by either the issuer or the investor; 5. explain why a fixed income security should be viewed as a package of zero-coupon securities; 6. review risk measures associated with investing in fixed income securities; and, 7. explain the role of valuation in deriving risk measures.

From the rear cover

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.

Details

  • Title Valuation of Fixed Income Securities and Derivatives, 3rd Edition
  • Author Frank J. Fabozzi
  • Binding Hardcover
  • Edition number 3rd
  • Edition 3
  • Pages 288
  • Language ENG
  • Publisher Wiley
  • Date January 1998
  • ISBN 9781883249250

About the author

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.
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Valuation of Fixed Income Securities and Derivatives
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Valuation of Fixed Income Securities and Derivatives

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Valuation of Fixed Income Securities and Derivatives

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Valuation of Fixed Income Securities and Derivatives, 3rd Edition
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