Fixed income markets and their derivatives 2nd ed.
副标题：无
分类号：
ISBN：9780324004465
微信扫一扫,移动浏览光盘
简介
Summary:
Publisher Summary 1
Fixed-income markets represent nearly two thirds of all securities in the capital markets, ranging from a simple zero coupon security that pays only at its maturity, to those that have uncertain cash lows with many implicit or explicit optional features. Sundaresan (finance and economics, Columbia U.) explores the interplay between theory, empirical evidence, and the evolution of market institutions regarding such matters as the behavior of interest rates, inflation, default rates, and prepayments. No date is mentioned for the first edition, but the second has been reorganized into three sections on markets, mechanisms, and basic tools; fixed-income markets and portfolio management; and fixed-income derivatives and risk management. Annotation c. Book News, Inc., Portland, OR (booknews.com)
Publisher Summary 2
Provides an overview of fixed-income markets and their derivative markets including treasury, corporate, agency, mortgage-backed securities and debt options, futures and swap markets. Helps the students understand the theory relevant to these markets enabling them to participate in a more intelligent and confident way as corporate customers, traders, bankers, or investors.
目录
Preface p. ix
Part I Markets, Mechanisms, and Basic Tools p. 1
Chapter 1 An Overview of Fixed-Income Securities p. 3
Chapter 2 Organization and Conduct of Debt Markets p. 43
Chapter 3 Treasury Auctions and Selling Mechanisms p. 77
Chapter 4 Bond Mathematics p. 125
Chapter 5 Yield-Curve Analysis--1 p. 181
Chapter 6 Yield-Curve Analysis--2 p. 201
Part II Fixed-Income Markets and Portfolio Management p. 247
Chapter 7 Inflation-Indexed Debt Markets p. 249
Chapter 8 Agency and Corporate Debt Markets p. 273
Chapter 9 Securitization and Mortgage-Backed Securities p. 301
Chapter 10 Tax-Exempt Debt Markets p. 337
Chapter 11 Emerging Debt Markets p. 355
Chapter 12 Portfolio-Management Techniques p. 371
Part III Fixed-Income Derivatives and Risk Management p. 401
Chapter 13 An Overview of Derivatives Markets p. 403
Chapter 14 Options Pricing Theory with Applications to Fixed-Income Markets p. 427
Chapter 15 Treasury Futures Contracts p. 493
Chapter 16 Eurodollar Futures and Swaps p. 537
Chapter 17 Models of Yield Curve and Yield Curve Derivatives p. 597
Chapter 18 Credit Risk p. 629
Chapter 19 Risk Management p. 655
Index p. 703
Part I Markets, Mechanisms, and Basic Tools p. 1
Chapter 1 An Overview of Fixed-Income Securities p. 3
Chapter 2 Organization and Conduct of Debt Markets p. 43
Chapter 3 Treasury Auctions and Selling Mechanisms p. 77
Chapter 4 Bond Mathematics p. 125
Chapter 5 Yield-Curve Analysis--1 p. 181
Chapter 6 Yield-Curve Analysis--2 p. 201
Part II Fixed-Income Markets and Portfolio Management p. 247
Chapter 7 Inflation-Indexed Debt Markets p. 249
Chapter 8 Agency and Corporate Debt Markets p. 273
Chapter 9 Securitization and Mortgage-Backed Securities p. 301
Chapter 10 Tax-Exempt Debt Markets p. 337
Chapter 11 Emerging Debt Markets p. 355
Chapter 12 Portfolio-Management Techniques p. 371
Part III Fixed-Income Derivatives and Risk Management p. 401
Chapter 13 An Overview of Derivatives Markets p. 403
Chapter 14 Options Pricing Theory with Applications to Fixed-Income Markets p. 427
Chapter 15 Treasury Futures Contracts p. 493
Chapter 16 Eurodollar Futures and Swaps p. 537
Chapter 17 Models of Yield Curve and Yield Curve Derivatives p. 597
Chapter 18 Credit Risk p. 629
Chapter 19 Risk Management p. 655
Index p. 703
Fixed income markets and their derivatives 2nd ed.
- 名称
- 类型
- 大小
光盘服务联系方式: 020-38250260 客服QQ：4006604884
云图客服：
用户发送的提问，这种方式就需要有位在线客服来回答用户的问题，这种 就属于对话式的,问题是这种提问是否需要用户登录才能提问
Video Player
×
Audio Player
×
pdf Player
×
