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...
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| Main Author: | |
|---|---|
| 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 |
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| 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) | |
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| 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 |
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