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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
- Format: Inbunden
- ISBN: 9780471246534
- Språk: Engelska
- Antal sidor: 368
- Utgivningsdatum: 1999-07-01
- Förlag: John Wiley & Sons Inc