Fixed Income Finance: A Quantitative Approach https://www.mheducation.com/cover-images/Jpeg_400-high/0071621202.jpeg
Fixed Income Finance: A Quantitative Approach

Fixed Income Finance: A Quantitative Approach

1st Edition
By Mark Wise and Vineer Bhansali
ISBN10: 0071621202
ISBN13: 9780071621205
Copyright: 2010

Purchase Options

Students, we’re committed to providing you with high-value course solutions backed by great service and a team that cares about your success. See tabs below to explore options and pricing. Don't forget, we accept financial aid and scholarship funds in the form of credit or debit cards.

Product

Out of stock


ISBN10: 0071621202 | ISBN13: 9780071621205

Purchase

$100.00

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