Interest Rate Risk Modeling : The Fixed Income Valuation Course

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The praise for this book speaks for itself

Not worth the price

The Best Book on IRR Models with Professional Software

Interest Rate Risk Modeling : The Fixed Income Valuation Course
Sanjay K. Nawalkha , Gloria M. Soto , and Natalia K. Beliaeva
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471427241

Book Description

The definitive guide to fixed income valuation and risk analysis

The Trilogy in Fixed Income Valuation and Risk Analysis comprehensively covers the most definitive work on interest rate risk, term structure analysis, and credit risk. The first book on interest rate risk modeling examines virtually every well-known IRR model used for pricing and risk analysis of various fixed income securities and their derivatives. The companion CD-ROM contain 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.

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"The definitive guide to fixed income valuation and risk analysis

Customer Reviews:

The praise for this book speaks for itself.......2007-07-17

After reading this book I must admit that the praise for this book is well-deserved.

"This first book in the fixed income valuation course provides a solid, up-to-date introduction to the field of interest rate risk, and covers all bases in leading up to the complex area of fixed-income option models. For the more experienced, this is an excellent guide to the state of the art, and provides models coupled with software to make the practical use of the ideas therein feasible."
SANJIV RANJAN DAS, Associate Professor of Finance, Santa Clara University, Coeditor, Journal of Derivatives.

"The trilogy on the fixed income course is the first one with hands on Excel/VBA software for fixed income professionals. These are terrific books for all fixed income practitioners."
FRANK J. FABOZZI, Frederick Frank Adjunct Professor of Finance, Yale University, Editor of the Journal of Portfolio Management.

"The authors are commended in expositing the many interest rate risk measures in a coherent way. This book describes the theories, implementations and applications of these measures with clarity and rigor. Further, the software assists students and practitioners alike to learn about them effectively."
THOMAS HO, President, Thomas Ho Company, Coauthor of The Oxford Guide to Financial Modeling.

"Not only does the book provide an excellent explanation of interest rate risk models, but the included software is very comprehensive and easy to use. Excel is used as the user interface throughout. It is very easy to change the inputs and recalculate a wide variety of interest rate risk models. With simple menu choices, the student or practitioner can explore many different hedging or speculation strategies. The consistent approach used in the whole trilogy of fixed income books/software is a huge advantage."
CRAIG HOLDEN, Associate Professor of Finance, Indiana University, Bloomington, Author of Excel Modeling in Investments.

"A pedagogical and comprehensive treatment of interest rate dynamics. Extremely helpful to understand the theory and build applications."
NASSIM NICHOLAS TALEB, Author of Dynamic Hedging: Managing Vanilla and Exotic Options, and Fooled by Randomness.

Not worth the price.......2006-02-19

There are some formulas, but no explanation how they are arrived at and how they can be applied in practice. I tried to get some sense of it from the VBA programs but the programs are password protected. If you want to learn how to apply the theory in real practice, the following are better alternatives: Advanced modelling by Jackson and Staunton; Implementing derivatives models by Clewlow and Strickland; Analysing & interpreting the yield curve by Choudhry.

The Best Book on IRR Models with Professional Software.......2005-05-14

This book comes with professional quality software on virtually all major models for measuring and managing interest rate risk. The multifactor duration vector models for FRAs and caps/swaptions using the LIBOR models (LFM and LSM) can be used to determine the notional amounts in various interest rate derivative products under arbitrary non-parallel shifts. A lot of this material is new and never been published in journal articles. The authors also give realistic IRR models for Eurodollar futures and Treasury futures that take into account realistic contractual features such as "cheapest to deliver bond" and "conversion factors" and the fact that Treasury futures are discount instruments while Eurodollar futures are add-on instruments. The software computes positions in all kinds of derivatives within seconds. I also liked the last chapter that has the only fast "single summation" solution I have seen on first passage probability models of default-prone coupon bonds given by Longstaff and Schwartz [1995, JOF] and Collin-Dufresne and Goldstein [2002, JOF]. The original solutions had time-consuming double-summations, and this solution also corrects the error in the original paper by Longstaff and Schwartz. The typo in the famous Black and Cox [1976] model is also corrected.

Overall the book is truly comprehensive and explains the materials using easy to understand examples. These examples can be further explored using the user-friendly software. I think the only typo I have found is in Figure 8.2 - the authors have promised to put the new corrected Figure on the website www.fixedincomerisk.com. This website is cool - it has a forum for all three books by these authors (two are forthcoming) and the authors have committed to answer questions themselves using a managed discussion forum. So, you get some free help too!

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This book's chapters follow several individuals in various job search situations, from a recent college graduate first entering the job market to a professional moving up in a career.

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101 Quick Tips For A Dynamite Resume -
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This edition, written for readers who have an adequate background in chemistry, continues the emphasis of the scientific aspects of the study of foods. Drawing upon the basic sciences of chemistry, physics, microbiology, and physiology, it provides readers with an understanding of the complex nature of food and the changes that occur when it is prepared, processed and stored, whether at home, in the industrial kitchen, or in industry. The book integrates the theoretical and practical aspects involved in the production and handling of foods.

Food Preparation ; A Scientific Approach

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Precautionary Approach to Fisheries - Pt 2: Scientific Papers (Fao Fisheries Technical Paper)
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How Anyone Can Attain Unimaginable Wealth in 24hrs Guaranteed
Michael J. Stattelman
Manufacturer: AuthorHouse
ProductGroup: Book
Binding: Paperback

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ASIN: 1418427675

Book Description

This book contains the leading edge principles of the author with time-tested fundamentals in success. It's designed to be easily applied to your life, and focuses more on building your strengths as well as cutting out the weaknesses or shortcomings. How the way you view things has more to do with the outcome than the actions you choose. The precision tools for success contained in the book are simple if you want but can also be as painstakingly accurate as possible in finding the opportunities around you. Hands down it is the field manual for the average person to accomplish what it is they truly want. Principles that you can apply at anytime and realize the possibilities that are everywhere in your life, giving you the chance to take advantage! What could be so different from the other books with those obscene claims? The difference is; don't claim anything, Because you don't want claims you want results and that's exactly what you will get. The successful people throughout history past and present have proven and continue to solidify the fundamentals contained herein. Once you read this book there no reason for you not excel!

Amazon.com

This guide caters to professionals who already have a Web site but don't know how to use it to successfully promote their product or company. The book begins with an overview of what resources you can use to build up the number of hits, or visits, to your Web site. Author Don Sellers first covers search engines and how they work, providing tips on how to get your site in the higher rankings on search-engine lists and how to get listed with the top search engines, such as Yahoo!, AltaVista, and Excite. He then moves on to discuss links, showing how setting up hundreds of links can increase traffic to your site but noting that a few high-quality links can also make vast improvements in the number of hits.

Sellers's lessons on netiquette in newsgroups and mailing lists are helpful for newcomers to these areas of the Web. He assists promoters in targeting which newsgroups they should list their Web page with and identifies some of the pitfalls of using this method of promotion. Finally, Sellers explains how to advertise your Web site, both in print and online. He advocates testing and refining your site regularly to stay competitive in the medium. Getting Hits wraps up with a short index listing the most popular search engines, award sites, links, and announce sites. --Cristina Vaamonde

Customer Reviews:

Real Traffic Secrets from a Search Engine.......2001-02-01

All I do is add Content, Reciprocal Text Links, and Webrings. I submit my site to One Search engine at a time so I can hand-pick the right category and Read the Rules! This gives me a Top 10 Ranking almost every time, and allows my site to more than double its traffic every month. I use one-on-one Email Only, as it is the most effective form of communication, and it keeps the spam complaints down to Zero. 3-4 banners total for a 30+ page site, and 3 or 4 button ads, and that's it! Ok, 2 ads-on-exit once/day/visitor. This works for me, why not try it for 30 days for free? And - Content is defined as something Visitors can use from start to end, at No Cost! Ok, it's not exactly free, but it's kind of like this. Enjoy - atopqualitysite.com

Great but Outdated.......2001-01-10

This is a great book, and even in the year 2001 this book gives a lot of tips and tricks, however it is a 1997 book and Netscape is not the biggest browser anymore. Also some suggested search engines and recommended list which can be found in the book are not the best and only ones anymore (some do even no longer exist) This book needs an update and my advise is to wait for that or get another title.

You don't need to buy this book........2000-08-22

All the information in this book is available for free out on the internet. What's more, the info on the web is way more in-depth and up-to-date than this book. The only way this book would be useful is if you are a TOTAL beginner webmaster, and even then there are better books out there.

A History Book.......2000-07-27

Despite the low price, this book is too much behind Internet time. 70% of the links and Web site information is no longer valid. Any other books on Web promotion would be better. The rave reviews posted here are bogus. I would like to hear more honest comments.

Promoting my new site........2000-06-24

I found Getting Hits most helpful. As someone who is building and promoting his own website from the ground up, I've found this book to be a great resource because it focuses on the basics. The information is clearly stated in terms anyone can understand. A very useful book!

Book Description

* Exposes the flaws in the current international investment regime
* Essential reading for policy-makers and others engaged in debates concerning international trade, foreign investment and sustainable development
* Charts a course for new international investment rules that benefit the common good and provide rewards for all

This book critically examines the interface between sustainability, development, and the governance of international investment. In doing so it challenges the orthodox view that foreign direct investment (FDI) is the ‘miracle drug’ for development in poor countries, and it exposes serious shortcomings in the current international investment regime, which expands the rights of transnational corporations (TNCs) without commensurate rewards for the common good.

Among the issues probed are the relationship between FDI and sustainable development in developing countries and the structure and scope of the emerging international investment regime along with the underlying problems it poses for achieving global sustainability and equity. Ultimately the contributors map out a new way forward, towards the creation and implementation of international investment rules that will promote global sustainability, equity and rewards for all.

International Investment for Sustainable Development: Balancing Rights and Rewards.(Book review): An article from: Transnational Corporations

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International Investment for Sustainable Development: Balancing Rights and Rewards.(Book review): An article from: Transnational Corporations
Olle Ostensson
Manufacturer: Thomson Gale
ProductGroup: Book
Binding: Digital
ASIN: B000S9NYEC
Release Date: 2007-06-20

Book Description

This digital document is an article from Transnational Corporations, published by Thomson Gale on August 1, 2006. The length of the article is 1163 words. The page length shown above is based on a typical 300-word page. The article is delivered in HTML format and is available in your Amazon.com Digital Locker immediately after purchase. You can view it with any web browser.

Citation Details
Title: International Investment for Sustainable Development: Balancing Rights and Rewards.(Book review)
Author: Olle Ostensson
Publication: Transnational Corporations (Magazine/Journal)
Date: August 1, 2006
Publisher: Thomson Gale
Volume: 15 Issue: 2 Page: 147(4)

Article Type: Book review

Distributed by Thomson Gale

Book Description

This report contains business intelligence information for succesful export-import, business and investment operations, strategic contacts and more... The report also contains selected information on investment and business opportunities, international economic projects, tenders, government projects, as well as, marketing and export-import opportunities information.

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Basic business legislation, laws, export-import regulations affecting business, business climate and contacts

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Basic business legislation, laws, export-import regulations affecting business, business climate and contacts

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Gibraltar Business Law Handbook
USA International Business Publications
Manufacturer: Intl Business Pubns USA
ProductGroup: Book
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This law handbook contains information on basic business legislation, laws and regulatoins affecting export-import, business, foreign investments, property rights, taxation and banking. (Updated annually)

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