Valuation of Fixed Income Securities & Derivatives 3e

Preface.
<br />
<br /> Index of Advertisers.
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<br /> 1. Fundamental Valuation Principles.
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<br /> 2. Spot Rates and Their Role in Valuation.
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<br /> 3. Forward Rates and Term Structure Theories.
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<br /> 4. Measuring Price Sensitivity to Interest Rate Changes.
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<br /> 5. Overview of the Valuation of Bonds with Embedded Options.
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<br /> 6. Binomial Model I: Valuing Callable Bonds.
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<br /> 7. Binomial Model II: Valuing Other Bond Structures.
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<br /> 8. Monte Carlo Model for Valuing Mortgage–Backed Securities.
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<br /> 9. Valuation of Asset–Backed Securities.
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<br /> 10. Valuation of Inverse Floaters.
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<br /> 11. Valuation of Convertible Securities.
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<br /> 12. Valuation of Interest Rate Futures Contracts.
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<br /> 13. Valuation of Options on Fixed Income Instruments and Interest Rate Futures.
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<br /> 14. Valuation of Interest Rate Swaps.
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<br /> 15. Valuation of Interest Rate Caps and Floors.
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<br /> 16. Estimating Yield Volatility.
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<br /> Index.