Fixed-Income Analysis for the Global Financial Market

Fixed-Income Analysis for the Global Financial Market

Money Market, Foreign Exchange, Securities, and Derivatives

Questa, Giorgio S.

John Wiley & Sons Inc

07/1999

368

Dura

Inglês

9780471246534

15 a 20 dias

862

Descrição não disponível.
Partial table of contents:

SHORT-TERM MONEY MARKET INSTRUMENTS.

Background and Terminology.

Interest, Discount, Compounded Yield.

Foreign-Exchange Transactions.

LONG-TERM SECURITIES, FUTURES, AND SWAPS.

Zero-Coupon Bonds.

Fixed- Interest Coupon Bonds.

Futures on Bonds and Notes.

OPTIONS.

An Introduction to Options.

Fixed-Income Options, Bonds with Optionlike Features.

Modeling the Yield Curve.

Selected Bibliography.

Index.
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fixedincome; derivatives; decades; growth; phenomenal; two; registered; past; instruments; misunderstood; many; strategies; result; purposes; effective risk; analysis; essential building blocks; book explains; securities; new; risk; easier