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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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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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