Securities valuation : applications of financial modeling /

Securities valuation : applications of financial modeling / Thomas S.Y. Ho, Sang Bin Lee.

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Bibliographic Details
Main Author: Ho, Thomas S. Y. (Author)
Other Authors: Yi, Sang-bin
Format: Book
Language:English
Published: New York : Oxford University Press, 2005.
Subjects:
Investments > Mathematical models
Securities > Valuation > Mathematical models.
Finance > Mathematical models
Investments > Case studies
Table of Contents:
  • 1. Introduction
  • 2. Equity options
  • 3. Exotic options
  • 4. Bond mathematics, treasury securities, and swaps
  • 5. Bond options
  • 6. Corporate bonds : investment grade
  • 7. Corporate bonds : high-yield bonds
  • 8. Other bonds : convertible bonds, MBS, CMO.
Availability

City Campus

  • Call Number:
    323.632 HO
    Copy
    Available - City Campus Main Collection
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