rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Fixed-income analysis for the global financial market
    sub title: money market, foreign exchange, securities, and derivatives
  name:
    name part: Questa, Giorgio.
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  origin info:
    place:
      place term: nyu
    place:
      place term: New York
    publisher: Wiley
    date issued: c1999
    date issued: 1999
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: xvi, 351 p. : ill. ; 26 cm.
  abstract: 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.
  table of contents: 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.
  note: Giorgio S. Questa.
  note: Series statement from jacket.
  note: Includes bibliographical references (p. 345-348) and index.
  subject:
    topic: Money market
  subject:
    topic: Foreign exchange
  subject:
    topic: Derivative securities
  subject:
    topic: Options (Finance)
  classification: HG226 .Q84 1999
  classification: 332.042
  related item:
    title info:
      title: Wiley frontiers in finance
  identifier: 0471246530 (alk. paper)
  identifier: 98044947
  identifier: http://www.loc.gov/catdir/toc/onix05/98044947.html
  identifier: http://www.loc.gov/catdir/description/wiley034/98044947.html
  identifier: http://www.loc.gov/catdir/bios/wiley042/98044947.html
  related item:
    location:
      url: http://www.loc.gov/catdir/description/wiley034/98044947.html
  related item:
    location:
      url: http://www.loc.gov/catdir/bios/wiley042/98044947.html
  location:
    physical location: CARM
  location:
    physical location: SCAN
  record info:
    record content source: DLC
    record creation date: 131028
    record change date: 20131028151510.0
    record identifier: c000395095
    language of cataloging:
      language term: eng