The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.See Eurodollar CD futures rate. 240 Champion Home Equity Loan Trust. l63 Chan, K.C., 63 Cheapest-to-deliver issue, 205-209. ... See Conditional prepayment rate Credit card receivable-backed securities. l59-l60 Credit card receivables.
|Title||:||Valuation of Fixed Income Securities and Derivatives|
|Author||:||Frank J. Fabozzi, CFA|
|Publisher||:||John Wiley & Sons - 1998-01-15|