This book presents new approaches to fixed income modeling and portfolio management techniques. Taking into account the latest mathematical and econometric deve

A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models base

Praise for Dynamic Term Structure Modeling "This book offers the most comprehensive coverage of term-structure models I have seen so far, encompassing equilibri

The definitive guide to fixed income valuation and risk analysis The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definit

Each new chapter of the Second Edition covers an aspect of the fixed income market that has become relevant to investors but is not covered at an advanced level