Duration estimation for bonds and bond portfolios

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Bibliographische Detailangaben
Veröffentlicht in:	Handbook of finance ; Vol. 3: Valuation, financial modeling, and quantitative tools
1. Verfasser:	Fabozzi, Frank J. (VerfasserIn)
Pages:	3
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2008
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Risk : traditional finance versus behavioral finance	2008	Ricciardi, Victor
Catastrophe and risk	2008	Banks, Erik
Risk management in freight markets with forwards and options contracts	2008	George, Juby
Duration estimation for bonds and bond portfolios	2008	Fabozzi, Frank J.
Modeling portfolio credit risk	2008	Ramaswamy, Srichander
The concept and measures of interest rate volatility	2008	Levin, Alexander
Credit risk	2008	Fabozzi, Frank J.
Credit risk modeling using structural models	2008
The credit analysis of municipal bonds	2008	Feldstein, Sylvan G.
Dividend discount models	2008	Peterson Drake, Pamela
Equity analysis using traditional and value-based metrics	2008	Fabozzi, Frank J.
The franchise factor approach to firm valuation	2008	Leibowitz, Martin L.
IPO valuation	2008	Kuntara Pukthuanthong
The valuation of private firms	2008	Feldman, Stanley J.
Yield curves and valuation lattices	2008	Fabozzi, Frank J.
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors	2008	Fabozzi, Frank J.
A framework for valuing treasury inflation-protected securities	2008	Misra, Priya
Quantitative models to value convertible bonds	2008	Stefanini, Filippo
Valuing swaptions	2008	Fabozzi, Frank J.
Valuing inflation derivatives	2008	Kerkhof, Franciscus Lambertus Johannes