Choudhry, Moorad
Fixed-income securities and derivates handbook: analysis and valuation - 2a ed. - New Jersey Wiley 2010 - 475 p. il., diagrs.
Contiene: 1. The bond instrument.- 2. Bond instruments and interest rate risk.- 3. Bond pricing and spot and forwatd rates.- 4. Interest rate modeling.- 5. Fitting the yield curve.- 6. Forwards and futures valuation.- 7. Swaps.- 8. options.- 9. Measuring option risk.- 10. Credit derivates.- 11. The analysis of bonds with embedded options.- 12. Option-adjusted spread analysis.- 13. Convertible bonds.- 14. Inflation-indexed bonds.- 15. Securitization and asset-backed securities.- 16. Collateralized debt obligations.- 17. The yield curve, bond yield, and spot rates.- 18. Approaches to trading.- 19. Credit analysis and relative value measuremt.
978-1-576-60334-5
Valores en renta fija
Valores derivados
HG/4650/CH67/2010
Fixed-income securities and derivates handbook: analysis and valuation - 2a ed. - New Jersey Wiley 2010 - 475 p. il., diagrs.
Contiene: 1. The bond instrument.- 2. Bond instruments and interest rate risk.- 3. Bond pricing and spot and forwatd rates.- 4. Interest rate modeling.- 5. Fitting the yield curve.- 6. Forwards and futures valuation.- 7. Swaps.- 8. options.- 9. Measuring option risk.- 10. Credit derivates.- 11. The analysis of bonds with embedded options.- 12. Option-adjusted spread analysis.- 13. Convertible bonds.- 14. Inflation-indexed bonds.- 15. Securitization and asset-backed securities.- 16. Collateralized debt obligations.- 17. The yield curve, bond yield, and spot rates.- 18. Approaches to trading.- 19. Credit analysis and relative value measuremt.
978-1-576-60334-5
Valores en renta fija
Valores derivados
HG/4650/CH67/2010