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

By: Contributor(s): Material type: TextTextPublisher: New York : Oxford University Press, 2005Description: xii, 324 pages : illustrations ; 26 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0195172744
  • 9780195172744
  • 0195172752
  • 9780195172751
Subject(s): DDC classification:
  • 323.632 22
LOC classification:
  • HG4515.2 .H6 2005
Contents:
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.
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Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 323.632 HO (Browse shelf(Opens below)) 1 Available A264276B

Includes bibliographical references and index.

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.

Machine converted from AACR2 source record.

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