Valuation of Fixed Income Securities and Derivatives
Valuation of Fixed Income Securities and Derivatives is an authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments. It shows how to value traditional bonds, as well as evolved securities, such as callable and putable bonds, step-up notes, range notes, inverse floating-rate securities, and convertible bonds. Valuation of Fixed Income Securities and Derivatives is a must-read for all fixed income professionals.
