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Fixed Income Modelling | Oxford Academic
https://academic.oup.com/book/27887
WebJun 30, 2011 · The basic fixed income securities and their properties and uses as well as the relations between these securities are explained. The book presents and compares the classical affine models, Heath–Jarrow–Morton models, and LIBOR market models, and demonstrates how to apply those models for the pricing of various widely traded fixed …
DA: 80 PA: 1 MOZ Rank: 74
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New Methods in Fixed Income Modeling - Springer
https://link.springer.com/book/10.1007/978-3-319-95285-7
WebThis book presents new approaches to fixed income modeling and portfolio management techniques, applies new mathematical findings in finance to price fixed income products, and analyzes the hedging securities and structured instruments that are offered by banks.
DA: 53 PA: 38 MOZ Rank: 23
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Introduction to Fixed Income Analytics - Wiley Online Library
https://onlinelibrary.wiley.com/doi/epdf/10.1002/9781118266649.fmatter
WebThe Frank J. Fabozzi Series Fixed Income Securities, Second Edition by Frank J. Fabozzi Focus on Value: A Corporate and Investor Guide to Wealth Creation by James L. Grant and James A. Abate Handbook of Global Fixed Income Calculations by Dragomir Krgin Managing a Corporate Bond Portfolio by Leland E. Crabbe and Frank J. Fabozzi Real …
DA: 52 PA: 51 MOZ Rank: 22
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Introduction and Overview | Fixed Income Modelling | Oxford …
https://academic.oup.com/book/27887/chapter/203826991
Web1–24. Published: June 2011. Split View. Cite IconCite. Permissions. Share. Munk, Claus, Abstract. This chapter introduces basic bond market terms and concepts such as zero-coupon bonds, coupon bonds, floating rate bonds, yields, yield curves, spot interest rates, forward interest rates, and LIBOR rates.
DA: 94 PA: 68 MOZ Rank: 36
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Fixed Income Securities | Fixed Income Modelling | Oxford …
https://academic.oup.com/book/27887/chapter/203831221
WebAbstract. Modern financial markets offer a large variety of different fixed income securities and the markets for such securities are of an enormous size. This chapter describes and discusses the main fixed income securities — forwards, futures, options, swaps, and swaptions — more formally.
DA: 3 PA: 12 MOZ Rank: 58
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[PDF] Fixed Income Modelling | Semantic Scholar
https://www.semanticscholar.org/paper/Fixed-Income-Modelling-Munk/1c3d4980b6de73aed7993d1360d4177ee007a3aa
WebSep 5, 2011 · Fixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the basic fixed income securities and their properties and uses as well as the relations between those securities.
DA: 19 PA: 24 MOZ Rank: 58
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Fixed Income | SpringerLink
https://link.springer.com/chapter/10.1007/978-3-030-64155-9_9
WebNov 27, 2020 · Clifford S. Ang. Part of the book series: Springer Texts in Business and Economics ( (STBE)) 1914 Accesses. Abstract. This chapter covers fixed income securities. We first show how to analyze economic and fixed income market data.
DA: 69 PA: 56 MOZ Rank: 90
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Fixed Income Modelling - Claus Munk - Google Books
https://books.google.com/books/about/Fixed_Income_Modelling.html?id=49ywoAEACAAJ
WebFixed Income Modelling offers a unified presentation of dynamic term structure models and their applications to the pricing and risk management of fixed income securities. It explains the...
DA: 31 PA: 94 MOZ Rank: 31
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MAC3 Fixed Income Models | Bloomberg Professional Services
https://www.bloomberg.com/professional/insights/webinar/mac3-fixed-income-models/
WebJan 25, 2023 · On Demand. Duration: 38 Minutes. Original Date: January 25, 2023. In this webinar, we provide an overview of our best-in-class fixed income factor models.
DA: 13 PA: 96 MOZ Rank: 80
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Introduction to Fixed-Income Valuation - CFA Institute
https://www.cfainstitute.org/en/membership/professional-development/refresher-readings/introduction-fixed-income-valuation
WebIntroduction to Fixed-Income Valuation. 2023 Curriculum CFA Program Level I Fixed Income. Download the full reading (PDF) Introduction. Globally, the fixed-income market is a key source of financing for businesses and governments.
DA: 63 PA: 44 MOZ Rank: 30
