Interest Rate Risk Modeling

The definitive guide to fixed income valuation

Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk in one easy-to-read volume. It examines the latest innovations in this field and provides information on virtually every well-known model used in valuing fixed income securities and derivatives. The companion CD-ROM contains numerous formulas and programming tools that allow readers to better model risk and value fixed income securities. This comprehensive resource provides readers with the hands-on information and software needed to succeed in this financial arena.