Fixed-Income Analysis for the Global Financial Market : Money Market, Foreign Exchange, Securities, and Derivatives Hardback
by Giorgio S. Questa
Part of the Frontiers in Finance Series series
Hardback
- Information
Description
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.
You will find essential information on: * The global money market * Foreign exchange transaction and foreign exchange derivatives * Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity * Interest rate swaps, currency swaps, and exchange-traded futures * Stochastic models and option pricing * Stochastic models of the yield curve
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:368 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:29/07/1999
- Category:
- ISBN:9780471246534
Information
-
Available to Order - This title is available to order, with delivery expected within 2 weeks
- Format:Hardback
- Pages:368 pages
- Publisher:John Wiley & Sons Inc
- Publication Date:29/07/1999
- Category:
- ISBN:9780471246534
