Nawalkha, Sanjay K.

Interest rate risk modeling : the fixed income valuation course / Interest rate risk modeling the fixed income valuation course [computer file]: Sanjay K. Nawalkha, Gloria M. Soto, Natalia A. Beliaeva - Hoboken, NJ : John Wiley, 2005 - xxvii, 396 p. : ill. ; 24 cm. + 1 computer disc - Wiley finance series .

0471427241


Interest rate risk--Mathematical models
Bonds--Valuation--Mathematical models
Fixed-income securities--Valuation--Mathematical models