Fixed-income analysis for the global financial market : money market, foreign exchange, securities, and derivatives /
This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowle...
Αποθηκεύτηκε σε:
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Βιβλίο |
| Γλώσσα: | English |
| Έκδοση: |
New York :
Wiley,
c1999.
|
| Σειρά: | Wiley frontiers in finance
|
| Θέματα: | |
| Διαθέσιμο Online: | Table of Contents Publisher description Contributor biographical information |
Πίνακας περιεχομένων:
- Pt. 1. Short-Term Money Market Instruments. 1. Background and Terminology. 2. Interest, Discount, and Compounded Yield. 3. The Exponential Notation. 4. Spot and Forward Yields: FRAs, Repos, and Futures. 5. Foreign-Exchange Transactions
- Pt. 2. Long-Term Securities, Futures, and Swaps. 6. Zero-Coupon Bonds. 7. Fixed-Interest Coupon Bonds. 8. Coupon Bonds: Advanced Topics. 9. Floating-Rate Securities. 10. Interest-Rate and Currency Swaps. 11. Futures on Bonds and Notes
- Pt. 3. Options. 12. An Introduction to Options. 13. Fixed-Income Options, Bonds with Optionlike Features. 14. Basic Statistical Tools. 15. Stochastic Models. 16. Binomial Option Pricing: An Introduction. 17. Extending the Binomial Model. 18. The Black-Scholes and Other Option-Pricing Models. 19. Modeling the Yield Curve.