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Ho, Thomas S. Y.,

Securities valuation : applications of financial modeling / Thomas S.Y. Ho, Sang Bin Lee. - xii, 324 pages : illustrations ; 26 cm

Includes bibliographical references and index.

Introduction -- Equity options -- Exotic options -- Bond mathematics, treasury securities, and swaps -- Bond options -- Corporate bonds : investment grade -- Corporate bonds : high-yield bonds -- Other bonds : convertible bonds, MBS, CMO. 1. 2. 3. 4. 5. 6. 7. 8.

ISBN: 0195172744 9780195172744 0195172752 9780195172751

LCCN: 2004063588

Subjects--Topical Terms:
Investments--Mathematical models
Securities--Valuation--Mathematical models.
Finance--Mathematical models
Investments--Case studies

LC Class. No.: HG4515.2 / .H6 2005

Dewey Class. No.: 323.632