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

By: Ho, Thomas S. Y | Lee, Sang BinPublication details: Oxford : Oxford University Press, c2005. Description: xii, 324 p. : ill. ; 24 cmISBN: 9780195698381DDC classification: 323.632 HO
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Holdings
Item type Current library Home library Call number Status Date due Barcode Item holds
English Lending English Lending Villa College QI Campus
Villa College Library
323.632 HO (Browse shelf(Opens below)) Available 276
Total holds: 0

CONTENT

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.
Includes bibliographical references and index

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