Fixed Income Finance: A Quantitative Approach
Fixed Income Finance: A Quantitative Approach

Fixed Income Finance: A Quantitative Approach

1st Edition
By Mark Wise and Vineer Bhansali
Copyright: 2010

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ISBN10: 0071621202 | ISBN13: 9780071621205


The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.

Program Details

Section 1: Bond Basics: Treasury bonds and the Yield Curve/Corporate Bonds and Credit Risk/ Derivatives/ Mortgages/ Municipal Bonds/Real Return Bonds

Section 2: Probability Theory and Stochastic Processes: Normal Random Variables/The Central Limit Theory/ The Probability Distribution for Corporate Bonds Returns/ Correlated Random Variables/ Random Walks/Survival Probabilities/ Correlated Random Walks/Simulation

Section 3: Term Structure Models: One Factor Models and Two Factor Models/Bond Prices, Volatilities/Eurodollar Futures/Futures and Forward Contracts/ Macroeconomics and Two Factor Models

Section 4: Options: Call and Put Options on a Stock/The Merton Model/Options on Interest Rate Sensitive Securities Section 5: Portfolio Allocation: Utility Functions/The Sharpe Ratio/Beyond Mean and Variance/ Value at Risk/ Examples