Bond Evaluation, Selection, and Management
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Published By John Wiley & Sons, Inc.

9781118267639, 9780470478356

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Managing Fixed-Income Positions with OTC Derivatives

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch19 ◽

2011 ◽

pp. 607-634

Keyword(s):

Fixed Income ◽

Otc Derivatives

Interest Rate Options Contracts: Fundamentals

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch17 ◽

2011 ◽

pp. 549-581

Keyword(s):

Interest Rate ◽

Interest Rate Options

Residential Mortgages and Mortgage-Backed Securities

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch11 ◽

2011 ◽

pp. 343-389

Keyword(s):

Mortgage Backed Securities ◽

Residential Mortgages

Appendix I: Pricing Interest Rate Options with the Black Futures Option Model

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.app9 ◽

2011 ◽

pp. 763-767

Keyword(s):

Interest Rate ◽

Interest Rate Options ◽

Option Model

Appendix H: Pricing Interest Rate Options with a Binomial Interest Tree

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.app8 ◽

2011 ◽

pp. 753-761

Keyword(s):

Interest Rate ◽

Interest Rate Options

Appendix F: Arbitrage Features of the Calibration Model

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.app6 ◽

2011 ◽

pp. 747-748

Keyword(s):

Calibration Model

Glossary of Terms

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.gloss ◽

2011 ◽

pp. 831-853

Municipal Securities

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch8 ◽

2011 ◽

pp. 259-281

Corporate Debt Securities

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch6 ◽

2011 ◽

pp. 191-224

Keyword(s):

Corporate Debt

Estimating the Binomial Tree

Bond Evaluation, Selection, and Management ◽

10.1002/9781118267639.ch15 ◽

2011 ◽

pp. 487-514

Keyword(s):

Binomial Tree