http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
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 knowledge from the ground up. There are more than 300 examples and exhibits based on current market data.
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.
Includes bibliographical references (p. 345-348) and index.