TY  - BOOK
AU  - Choudhry, Moorad
TI  - Fixed-income securities and derivates handbook: analysis and valuation
SN  - 978-1-576-60334-5
AV  - HG/4650/CH67/2010 
CY  - New Jersey
KW  - Valores en renta fija
KW  - Valores derivados
N1  - 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
ER  -