Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu, Michele Lizzio and Alexandru Voicu
وضعیت ویراست
وضعيت ويراست
Second edition
مشخصات ظاهری
نام خاص و کميت اثر
1 online resource (xx, 684 pages) :
ساير جزييات
illustrations
فروست
عنوان فروست
The Wiley finance series
يادداشت کلی
متن يادداشت
Includes bibliographical references and index
متن يادداشت
Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART 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 A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index.
یادداشتهای مربوط به خلاصه یا چکیده
متن يادداشت
"Takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets."--Provided by publisher
ویراست دیگر از اثر در قالب دیگر رسانه
عنوان
Fixed income markets.
شماره استاندارد بين المللي کتاب و موسيقي
9781118171721
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
Fixed-income securities
مقوله موضوعی
موضوع مستند نشده
BUS-- 027000
رده بندی ديویی
شماره
332
.
63/2044
ويراست
23
رده بندی کنگره
شماره رده
HG4650
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )