Product Description
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments–now updated to cover valuing interest rate caps and floors.
From the Back Cover
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments–now updated to cover valuing interest rate caps and floors.
About the Author
Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University′s School of Management.