Dynamic Term Structure Modeling - Nawalkha 2007.pdf
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Dynamic Term
Modeling
The Fixed Income Valuation Course
SANJAY K. NAWALKHA
NATALIA A. BELIAEVA
GLORIA M. SOTO
John Wiley & Sons, Inc.
Structure
Dynamic Term
Modeling
Structure
Founded in 1807, John Wiley & Sons is the oldest independent publishing
company in the United States. With offices in North America, Europe, Aus-
tralia, and Asia, Wiley is globally committed to developing and marketing
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and personal knowledge and understanding.
The Wiley Finance series contains books written specifically for finance
and investment professionals as well as sophisticated individual investors
and their financial advisors. Book topics range from portfolio management
to e-commerce, risk management, financial engineering, valuation, and
financial instrument analysis, as well as much more.
For a list of available titles, visit ourWeb site at www.WileyFinance.com.
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