Fixed-income securities and derivates handbook: analysis and valuation
Material type: TextOriginal 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/CH67/2010Item type | Current location | Call number | Status | Date due | Barcode |
---|---|---|---|---|---|
Libros | Biblioteca de la Superintendencia del Mercado de Valores - SMV | HG/4650/CH67/2010 (Browse shelf) | Available | 00003122 |
Close shelf browser
No cover image available | ||||||||
HG/4523/R56/1998 Mercado de valores para empresas medianas y pequeñas | HG/4523/M378M/2010 Mercado de capitales: una perspectiva global | HG/5400.L/G54/1997 La Bolsa de Valores de Lima: 140 años de historia | HG/4650/CH67/2010 Fixed-income securities and derivates handbook: analysis and valuation | HD/62.25/T74/2010 Empresas familiares visión Latinoamericana: estructura, gestión, crecimiento y continuidad | HG/6024.A3/J33/2010 Global derivate debacles: from theory to malpractice | HG/4538/Z57/2007 Scenarios for risk management and global investment strategies |
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.
There are no comments on this title.