Securities Valuation: Applications of Financial Modeling

by Thomas S.Y. Ho and Sang Bin Lee

Book Overview

Securities Valuation: Applications of Financial Modeling is a clear, concise guide to securities valuation and the principles of financial theory. It describes state-of-the-art methods for valuing a broad range of securities: equity, equity and interest rate options, swaps and swaptions, treasuries, corporate bonds with and without credit risks, mortgage-backed securities, collateralized mortgage obligations, credit derivative swaps, and more.

Thomas...

• Format: Hardcover
• Language: English
• ISBN: 0195172744
• ISBN13: 9780195172744
• Release Date: February 2005
• Publisher: Oxford University Press
• Length: 336 Pages
• Weight: 1.77 lbs.
• Dimensions: 0.8" x 7.0" x 10.0"