Fixed Income Analytics
State-Of-The-Art Debt Analysis and Valuation Modeling
Автор(и) : Ravi E. Dattatreya (Editor)
Издател : McGraw-Hill Company
Място на издаване : London, UK
Година на издаване : 1991
ISBN : 0-07-707392-4
Брой страници : 386
Език : английски
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Book
In Fixed Income Analytics, editor Ravi E. Dattatreya has assembled a pane; of experts to provide detailed description of parametric analysis of securities and various other advanced valuation technologies:
• Simplified Approach to the Yield Curve
• Yield Surface
• Option Adjusted Spread Analysis
• RAM Model: An Alternative to OAS Models.
Fixed Income Analytics State-Of-The-Art Debt Analysis and Valuation Modeling provides detailed descriptions of parametric analysis of securities and various other advanced valuation technologies.
If you are a fund/portfolio manager, banker, thrift manager, investment consultant, treasury officer, accountant or individual investor looking for insight into the easy in which the various forces in the financial markets exert their influence, let Fixed Income Analytics be your guide.
Ravi E. Dattatreya (Editor)
Dr. Ravi E. Dattatreya is President-Capital Markets, and a Director of Park Venture, and is responsible for all capital markets and banking related transactions and relationships. Prior to joining Park Venture, Ravi was a Managing Director in charge of capital markets transactions at Quellos Group which is one of the largest funds of funds investing in hedge funds. He was Director of Portfolio Strategy, Mergers & Acquisitions, in the venture capital division Intel Corporation. Prior to joining Intel, he was a Senior Vice President at Sumitomo Bank Capital Markets, Inc., with coverage responsibility for major corporations and institutional investors. He received his bachelor's degree in Electrical Engineering from the Indian Institute of Science. Ravi received his master's degree in Computer Science from the University of Wisconsin, Madison, and his doctorate in Operations Research from the University of California at Berkeley. He later joined Goldman, Sachs & Co., where he developed and worked on the now commonly accepted parametric approach to portfolio management. Before joining Sumitomo, Ravi was Director of the Financial Strategies Group at Prudential Securities. Ravi has written seven books (three available in Japanese) on various topics in finance including portfolio management, risk management and derivative instruments.