Fixed-income analysis for the global financial market : money market, foreign exchange, securities, and derivatives /

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowle...

Full description

Saved in:
Bibliographic Details
Main Author: Questa, Giorgio
Format: Book
Language:English
Published: New York : Wiley, c1999.
Series:Wiley frontiers in finance
Subjects:
Online Access:Table of Contents
Publisher description
Contributor biographical information
LEADER 02932cam a2200433 a 4500
001 c000395095
003 CARM
005 20131028151510.0
008 131028s1999 nyua b 001 0 eng d
010 |a 98044947 
015 |a GB99-61784 
019 1 |a 14203081  |5 LACONCORD2021 
020 |a 0471246530 (alk. paper) 
035 |a (OCoLC)40105022  |5 LACONCORD2021 
040 |a DLC  |b eng  |c DLC  |d DLC  |d OrLoB-B  |d LC 
050 0 0 |a HG226  |b .Q84 1999 
082 0 4 |a 332.042  |2 21 
100 1 |a Questa, Giorgio. 
245 1 0 |a Fixed-income analysis for the global financial market :  |b money market, foreign exchange, securities, and derivatives /  |c Giorgio S. Questa. 
260 |a New York :  |b Wiley,  |c c1999. 
300 |a xvi, 351 p. :  |b ill. ;  |c 26 cm. 
490 1 |a [Wiley frontiers in finance] 
500 |a Series statement from jacket. 
504 |a Includes bibliographical references (p. 345-348) and index. 
505 0 |a Pt. 1. Short-Term Money Market Instruments. 1. Background and Terminology. 2. Interest, Discount, and Compounded Yield. 3. The Exponential Notation. 4. Spot and Forward Yields: FRAs, Repos, and Futures. 5. Foreign-Exchange Transactions -- Pt. 2. Long-Term Securities, Futures, and Swaps. 6. Zero-Coupon Bonds. 7. Fixed-Interest Coupon Bonds. 8. Coupon Bonds: Advanced Topics. 9. Floating-Rate Securities. 10. Interest-Rate and Currency Swaps. 11. Futures on Bonds and Notes -- Pt. 3. Options. 12. An Introduction to Options. 13. Fixed-Income Options, Bonds with Optionlike Features. 14. Basic Statistical Tools. 15. Stochastic Models. 16. Binomial Option Pricing: An Introduction. 17. Extending the Binomial Model. 18. The Black-Scholes and Other Option-Pricing Models. 19. Modeling the Yield Curve. 
520 |a This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. 
650 0 |a Money market. 
650 0 |a Foreign exchange. 
650 0 |a Derivative securities. 
650 0 |a Options (Finance) 
852 8 |b CARM  |p 0595713  |f BK 
852 8 |b SCAN  |h A3:AF38F0  |i C12980  |p 0595713  |f BK 
830 0 |a Wiley frontiers in finance 
856 4 |3 Table of Contents  |u http://www.loc.gov/catdir/toc/onix05/98044947.html 
856 4 2 |3 Publisher description  |u http://www.loc.gov/catdir/description/wiley034/98044947.html 
856 4 2 |3 Contributor biographical information  |u http://www.loc.gov/catdir/bios/wiley042/98044947.html 
999 f f |i 183f6533-8f71-53c8-926b-df0179abc450  |s cf314e0b-a399-5720-aa1f-498292e0ecdf 
952 f f |p Can circulate  |a CAVAL  |b CAVAL  |c CAVAL  |d CARM 1 Store  |i book  |m 0595713 
952 f f |a CAVAL  |b CAVAL  |c CAVAL  |d Unmapped Location  |e C12980  |f A3:AF38F0  |h Other scheme