Fixed Income Markets : Instruments, Applications, Mathematics
Moorad. Choudhry
Bok Engelsk 2011 · Electronic books.
| Annen tittel | |
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| Utgitt | Chichester : : Wiley, , 2011.
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| Omfang | 1 online resource (920 p.)
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| Opplysninger | Description based upon print version of record.. - Fixed Income Markets: Instruments, Applications, Mathematics; Contents; Foreword; Preface; Acknowledgments; About the Author; Part I: Introduction to Bonds; Chapter 1: The bond instrument; Chapter 2: Bond instruments and interest-rate risk; Chapter 3: Bond pricing, spot and forward rates; Chapter 4: Interest rate modelling; Chapter 5: Fitting the yield curve; Part II: Selected Market Instruments; Chapter 6: The money markets; Chapter 7: Hybrid securities and structured securities; Chapter 8: Bonds with embedded options and option-adjusted spread analysis. - Chapter 20: Options IIPart IV: Bond Trading and Hedging; Chapter 21: Value-at-risk and credit VaR; Chapter 22: Government bond analysis, the yield curve and relative-value trading; Chapter 23: Approaches to trading and hedging; Appendix; Appendix A: Statistical concepts; Appendix B: Basic tools; Appendix C: Introduction to the mathematics of fixed income pricing; Glossary; Index. - Chapter 9: Inflation-indexed bonds and derivativesChapter 10: Securitisation and mortgage-backed securities; Chapter 11: Collateralised debt obligations; Chapter 12: Structured credit products; Part III: Derivative Instruments; Chapter 13: Forwards and futures valuation; Chapter 14: Bond futures contracts; Chapter 15: Swaps; Chapter 16: The standardised interest-rate swap contract: Assessing the LIFFE swapnote® contract; Chapter 17: Credit derivatives I: Instruments and applications; Chapter 18: Credit derivatives II: Pricing, valuation and the basis; Chapter 19: Options I. - This book is a comprehensive and in-depth account of the global debt capital markets. It covers a wide range of instruments and their applications, including derivative instruments. Highlights of the book include:Detailed description of the main products in use in the fixed income markets today, including analysis and valuationSummary of market conventions and trading practicesExtensive coverage of associated derivatives including futures, swaps, options and credit derivativesWriting style aimed at a worldwide target audienceAn overview of trading and inve
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0470821361
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