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Fixed income markets and their derivatives

By: Sundaresan, Suresh.
Material type: materialTypeLabelBookSeries: Academic press advanced finance. Publisher: Burlington Academic Press 2009Edition: 3rd.Description: xx, 456 p.: ill. Includes reference and index.ISBN: 9780080919331.Subject(s): Investments - Securities | Finance | Business - Economics | Fixed income - DerivativesDDC classification: 332.632044 Online resources: e-Book Access Method: Unlimited (Internet)Summary: 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. New material on Credit Default Swaps, Collateralized Debt Obligations, and an integrated discussion of the Credit Crisis have been added Online Resources for instructors on the password-protected website provides worked-out examples for each chapter A detailed description of all key financial terms is provided in a glossary at the back of the book. https://www.elsevier.com/books/fixed-income-markets-and-their-derivatives/sundaresan/978-0-12-370471-9
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eBooks Vikram Sarabhai Library
Electronic Resources
Non-fiction 332.632044 S8F4 (Browse shelf) e-Book - Digital Access ER000730

Table of contents

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

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. New material on Credit Default Swaps, Collateralized Debt Obligations, and an integrated discussion of the Credit Crisis have been added Online Resources for instructors on the password-protected website provides worked-out examples for each chapter A detailed description of all key financial terms is provided in a glossary at the back of the book.

https://www.elsevier.com/books/fixed-income-markets-and-their-derivatives/sundaresan/978-0-12-370471-9

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