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Fixed-income securities and derivates handbook: analysis and valuation

By: Choudhry, MooradMaterial type: TextTextOriginal language: Spanish Publisher: New Jersey ; Wiley ; 2010Edition: 2a edDescription: 475 p; il., diagrsISBN: 978-1-576-60334-5Subject(s): Valores en renta fija | Valores derivadosLOC classification: HG/4650/CH67/2010
Contents:
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.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4650/CH67/2010 (Browse shelf) Available 00003122

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.

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