The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students. * New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added.*Online Resources for instructors on password protected website provides worked out examples for each chapter.* A detailed description of all key financial terms is provided in a glossary at the back of the book. INDICE: Fixed Income Markets and Their DerivativesSundaresanChapter 1: Overview of Fixed Income MarketsChapter 2: Price-Yield ConventionsChapter 3: Federal Reserve (Central Bank) & Fixed Income MarketsChapter 4: Organization and Transparency of Fixed Income MarketsChapter 5: Financing Debt Securities Repurchase (Repo) AgreementsChapter 6: Actions of Treasury Debt SecuritiesChapter 7: Bond Mathematics-DV01, Duration and ConvexityChapter 8: Yield Curve and the Term StructureChapter 9: Models of Yield Curve and the Term StructureChapter 10: Modeling Credit Risk and Corporate Debt SecuritiesChapter 11: Mortgages, Federal Agencies & Agency DebtChapter 12: Mortgage-Backed Securities (MBS)Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS)Chapter 14: Derivatives on Overnight Interest RatesChapter 15: Eurodollar Futures ContractsChapter 16: Interest-Rate SwapsChapter 17: Treasury Futures ContractsChapter 18: Credit Default Swaps Single Name, Portfolio and IndexesChapter 19: Structured Credit Products Collateralized Debt Obligations
- ISBN: 978-0-12-385093-5
- Editorial: Academic Press
- Encuadernacion: Cartoné
- Páginas: 600
- Fecha Publicación: 13/12/2014
- Nº Volúmenes: 1
- Idioma: Inglés