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 construc...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boston ; Berlin :
De Gruyter,
[2020]
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- A Primer on the Time Value of Money
- An Introduction to Bonds
- Bonds: Advanced Concepts
- Yield Curves and the Term Structure
- Duration, Convexity, and Immunization
- The Money Market
- Floating Rate Bonds
- Mortgage Loans
- Mortgage-Backed Securities
- A Primer on Derivatives
- The Valuation of Interest Rate Options
- Interest Rate Forwards and Futures
- Bonds with Embedded Options
- Interest Rate Swaps and Credit Default Swaps.