Fixed income securities concepts and applications
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and...
| Главный автор: | |
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| Формат: | Электронная книга |
| Язык: | English |
| Публикация: |
Boston ; Berlin
De Gruyter,
[2020]
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| Предметы: | |
| Online-ссылка: | EBSCOhost Перейти в каталог НБ ТГУ |
Оглавление:
- Frontmatter
- Advance Praise for Fixed Income Securities
- Foreword
- Preface
- Acknowledgments
- Contents
- Chapter 1. A Primer on the Time Value of Money
- Chapter 2. An Introduction to Bonds
- Chapter 3. Bonds: Advanced Concepts
- Chapter 4. Yield Curves and the Term Structure
- Chapter 5. Duration, Convexity, and Immunization
- Chapter 6. The Money Market
- Chapter 7. Floating Rate Bonds
- Chapter 8. Mortgage Loans
- Chapter 9. Mortgage-Backed Securities
- Chapter 10. A Primer on Derivatives
- Chapter 11. The Valuation of Interest Rate Options
- Chapter 12. Interest Rate Forwards and Futures
- Chapter 13. Bonds with Embedded Options
- Chapter 14. Interest Rate Swaps and Credit Default Swaps
- Appendix A
- Bibliography
- Index