Fixed Income Markets and Their Derivatives

Name: Fixed Income Markets and Their Derivatives
Author: Suresh Sundaresan

Gebonden Engels 2009 9780123704719

110,14

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Samenvatting

The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.

Specificaties

ISBN13:9780123704719

Taal:Engels

Bindwijze:Gebonden

Uitgever:Elsevier Science

Hoofdrubriek:Financieel management, Financieel management

Serie:Academic Press Advanced Finance

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Inhoudsopgave

1. Overview of Fixed Income Markets 2. Price-Yield Conventions 3. Federal Reserve (Central Bank) & Fixed Income Markets 4. Organization and Transparency of Fixed Income Markets 5. Financing Debt Securities Repurchase (Repo) Agreements 6. Actions of Treasury Debt Securities 7. Bond Mathematics-DV01, Duration and Convexity 8. Yield Curve and the Term Structure 9. Models of Yield Curve and the Term Structure 10. Modeling Credit Risk and Corporate Debt Securities 11. Mortgages, Federal Agencies & Agency Debt 12. Mortgage-Backed Securities (MBS) 13. Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS) 14. Derivatives on Overnight Interest Rates 15. Eurodollar Futures Contracts 16. Interest-Rate Swaps 17. Treasury Futures Contracts 18. Credit Default Swaps Single Name, Portfolio and Indexes 19. Structured Credit Products Collateralized Debt Obligations