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Fixed Income Securities(1st Edition)
Valuation, Risk, and Risk Management
by Pietro Veronesi, Yang H. Huang
Hardcover, 848 Pages, Published 2010 by Wiley
ISBN-13: 978-0-470-10910-6, ISBN: 0-470-10910-6

"The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity. This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of t ..."

Handbook of Fixed-Income Securities(1st Edition)
(Wiley Handbooks in Financial Engineering and Econometrics)
by Pietro Veronesi
Hardcover, 632 Pages, Published 2016 by Wiley
ISBN-13: 978-1-118-70919-1, ISBN: 1-118-70919-5

"A comprehensive guide to the current theories and methodologies intrinsic to fixed–income securities Written by well–known experts from a cross section of academia and finance, Handbook of Fixed–Income Securities features a compilation of the most up–to–date fixed–income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real–life a ..."

Wiley Handbooks in Financial Engineering and Econometrics
Handbook of Fixed-Income Securities
by Pietro Veronesi
632 Pages, Published 2016 by John Wiley & Sons
ISBN-13: 978-1-118-70926-9, ISBN: 1-118-70926-8

"This section highlights general issues arising while pricing volatility in a model- free fashion and provides an evaluation framework leading to three concrete applications in Section 20.5.3. 20.5.2.1 From Equity to Rate Volatility Contracts The new definition of the CBOE VIX index in 2003 aims to incorporate advances made by financial theory over the previous decade on equity variance swaps. The new VIX index reflects the theoretic ..."

Fixed Income Securities
Valuation, Risk, and Risk Management
by Pietro Veronesi
Paperback, 781 Pages, Published 2009 by John Wiley & Sons
ISBN-13: 978-0-470-73222-9, ISBN: 0-470-73222-9

"Longstaff FA, Schwartz ES. Valuing American options by simulation: a simple least-squares approach. Rev Financ Stud 2001;14(1):113–147. Morini M, Prampolini A. Risky funding with counterparty and liquidity charges. Risk Mag 2011:70–75. Pallavicini A, Brigo D. Interest-rate modelling in collateralized markets: multiple curves, credit-liquidity effects, CCPs; 2013. arxiv.org, ssrn.com. Pallavicini A, Perini D, Brigo D. Funding valuat ..."

Fixed Income Securities
Valuation, Risk, and Risk Management
by Pietro Veronesi
Paperback, 732 Pages, Published 2010 by John Wiley & Sons
ISBN-13: 978-0-470-53482-3, ISBN: 0-470-53482-6

Data Mining Using SAS Enterprise Miner(1st Edition)
by Randall Matignon, Sas Institute, Pietro Veronesi, International Edition
Paperback, 584 Pages, Published 2007 by Wiley-Interscience
ISBN-13: 978-0-470-14901-0, ISBN: 0-470-14901-9

"The most thorough and up-to-date introduction to data mining techniques using SAS Enterprise Miner. The Sample, Explore, Modify, Model, and Assess (SEMMA) methodology of SAS Enterprise Miner is an extremely valuable analytical tool for making critical business and marketing decisions. Until now, there has been no single, authoritative book that explores every node relationship and pattern that is a part of the Enterprise Miner software ..."

Handbook of Fixed-Income Securities
by Pietro Veronesi
632 Pages, Published 2016 by Wiley
ISBN-13: 978-1-118-70928-3, ISBN: 1-118-70928-4

"The book presents crucial topics of fixed income in an accessible and logical format."

E-Study Guide for
Fixed Income Securities by Pietro Veronesi, ISBN 9780470109106
by Cram101 Reviews, Pietro Veronesi, Cti Reviews
Digital, 124 Pages, Published 2012 by Academic Internet Publishers
ISBN-13: 978-1-4672-4028-4, ISBN: 1-4672-4028-1

"BASICS OF FIXED INCOME SECURITIES Chapter 3.BASICS OF INTEREST RATE RISK MANAGEMENT Chapter 4.BASIC REFINEMENTS IN INTEREST RATE RISK MANAGEMENT Chapter 5.INTEREST RATE DERIVATIVES: FORWARDS ..."

Finance and Economics Discussion Series
Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities
by Pietro Veronesi, Alexander David
Paperback, 70 Pages, Published 2013 by Bibliogov
ISBN-13: 978-1-288-71777-4, ISBN: 1-288-71777-6

" In an incomplete information model, investors' uncertainty about the underlying drift rate of a firm's fundamentals affects option prices through (i) endogenous and belief-dependent stochastic volatility, (ii) stochastic covariance between returns and volatility, and (iii) a market price of "belief risk." For the special case where the drift takes only two values, we provide an option pricing formula using Fourier Trans ..."

Fixed Income Securities(1st Edition)
Valuation, Risk, and Risk Management
by Pietro Veronesi, Touhy T. A., Zucrow M.
Paperback, 810 Pages, Published 2011 by Sharda Offset Printers
ISBN-13: 978-81-265-3171-4, ISBN: 81-265-3171-1

"This book provides a thorough discussion of these complex securities, the forces affecting their prices, their risks, and of the appropriate risk management practices. Fixed income securities, however, provides a methodology, and not a "shopping list" of all the possible interest rate securities ever been invented. It provides instead examples and methodologies that can be applied quite universally, once the basic concepts have been und ..."

Fixed Income Securities,
(An Indian Adaptation): : Valuation, Risk, and Risk Management
by Pietro Veronesi, Sunil Parameswaran
Softcover, Published by Wiley India
ISBN-13: 978-93-5746-354-6, ISBN: 93-5746-354-2

Books by Pietro Veronesi