عنوان
پدید آورنده
موضوع
رده
HG4650 .C45 2005
HG4650
.
C45
2005
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
1576601641
(Number (ISBN
9781576601648
NATIONAL BIBLIOGRAPHY NUMBER
Number
b735677
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Fixed-income securities and derivatives handbook :
General Material Designation
[Book]
Other Title Information
analysis and valuation /
First Statement of Responsibility
Moorad Choudhry.
EDITION STATEMENT
Edition Statement
1st ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Princeton, NJ :
Name of Publisher, Distributor, etc.
Bloomberg Press,
Date of Publication, Distribution, etc.
2005.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xvi, 355 pages :
Other Physical Details
illustrations ;
Dimensions
25 cm
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 333-343) and index.
CONTENTS NOTE
Text of Note
The bond instrument -- Bond instruments and interest rate risk -- Bond pricing and spot and forward rates -- Interest rate modeling -- Fitting the yield curve -- Forwards and futures valuation -- Swaps -- Options -- Measuring option risk -- Credit derivatives -- The analysis of bonds with embedded options -- Inflation-indexed bonds -- Hybrid securities -- Securitization and mortgage-backed securities -- Collateralized debt obligations -- The yield curve, bond yield, and spot rates -- Approaches to trading -- The Black-Scholes model in Microsoft Excel.
0
SUMMARY OR ABSTRACT
Text of Note
"In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. Covering a wide range of market instruments, the book will acquaint you with both simple and complex products and the mathematics behind them."--Jacket.
TOPICAL NAME USED AS SUBJECT
Derivative securities.
Fixed-income securities.
Instruments dérivés (Finances)
Valeurs mobilières à revenus fixes.
Derivat (Wertpapier)
Derivaten (financiën)
Derivative securities.
Festverzinsliches Wertpapier.
Fixed-income securities.
Securitisatie.
DEWEY DECIMAL CLASSIFICATION
Number
332
.
63/2044
Edition
22
LIBRARY OF CONGRESS CLASSIFICATION
Class number
HG4650
Book number
.
C45
2005
OTHER CLASS NUMBERS
Class number
85
.
33
Class number
QK
620
System Code
bcl
System Code
rvk
PERSONAL NAME - PRIMARY RESPONSIBILITY
Choudhry, Moorad.
ORIGINATING SOURCE
Date of Transaction
20201203190634.0
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
