bokomslag Fixed-Income Analysis for the Global Financial Market
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Fixed-Income Analysis for the Global Financial Market

Giorgio S Questa

Inbunden

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