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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Parameswaran, Sunil K., 1964- (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Boston ; Berlin : De Gruyter, [2020]
Temas:
Fixed-income securities.
Fixed-income securities
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.

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