عنوان

Fixed income and interest rate derivative analysis /

شابک

0080506542

شابک

075064012X

شابک

9780080506548

شابک

9780750640121

شماره

b767275

عنوان اصلي

Fixed income and interest rate derivative analysis /

نام عام مواد

[Book]

نام نخستين پديدآور

Mark Britten-Jones.

محل نشرو پخش و غیره

Boston :

نام ناشر، پخش کننده و غيره

Butterworth-Heinemann,

تاریخ نشرو بخش و غیره

1998.

نام خاص و کميت اثر

1 online resource (xiii, 164 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

Preface; Acknowledgements; Fixed cash flows -- Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows -- Forward rates, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time finance; Index.

بدون عنوان

0

متن يادداشت

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation.

منبع سفارش / آدرس اشتراک

Safari Books Online

شماره انبار

CL0500000180

عنوان

Fixed income and interest rate derivative analysis.

شماره استاندارد بين المللي کتاب و موسيقي

9780750640121

موضوع مستند نشده

Cash flow.

موضوع مستند نشده

Derivative securities.

موضوع مستند نشده

Fixed-income securities.

موضوع مستند نشده

Interest rate swaps.

موضوع مستند نشده

Échanges de taux d'intérêt.

موضوع مستند نشده

Instruments dérivés (Finances)

موضوع مستند نشده

Marge brute d'autofinancement.

موضوع مستند نشده

Valeurs mobilières à revenus fixes.

موضوع مستند نشده

BUSINESS & ECONOMICS-- Investments & Securities-- General.

موضوع مستند نشده

Cash flow.

موضوع مستند نشده

Derivative securities.

موضوع مستند نشده

Fixed-income securities.

موضوع مستند نشده

Interest rate swaps.

موضوع مستند نشده

BUS-- 036000

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Britten-Jones, Mark,1963-

تاريخ عمليات

20201206123003.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y