Highlights of the book include detailed coverage of:
Concepts and techniques are illustrated with case studies and worked examples. Written in accessible style, this book is essential reading for market practitioners, bank regulators, and graduate students in banking and finance.
Companion website features online access to software on applications described in the book, including a yield curve model, cubic spline spreadsheet calculator and CDO waterfall model.
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The OverDrive Read format of this ebook has professional narration that plays while you read in your browser. Learn more here.
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