Cargando…
Fixed income markets : management, trading and hedging /
"Takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital m...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Singapore :
John Wiley & Sons,
[2014]
|
| Edición: | Second edition. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | OR_ocn881386655 | ||
| 003 | OCoLC | ||
| 005 | 20231017213018.0 | ||
| 006 | m o d | ||
| 007 | cr ||||||||||| | ||
| 008 | 140313s2014 si ob 001 0 eng | ||
| 010 | |a 2014010327 | ||
| 040 | |a DLC |b eng |e rda |e pn |c DLC |d YDX |d N$T |d MHW |d E7B |d CUI |d DG1 |d YDXCP |d OCLCF |d UMI |d COO |d TEFOD |d OCLCQ |d DG1 |d DEBSZ |d MOR |d LIP |d OCLCQ |d DEBBG |d OCLCQ |d NAM |d INT |d OCLCQ |d U3W |d OCLCQ |d UAB |d OCLCO |d AUD |d VT2 |d CEF |d OCLCQ |d CNCEN |d OCLCO |d DCT |d ERF |d UHL |d UKBTH |d OCLCQ |d DLC |d OCLCQ |d FZL |d OCLCQ |d TAC |d OCLCQ |d OCLCO | ||
| 019 | |a 891187222 |a 894731588 |a 935274859 |a 992818373 |a 1083237159 |a 1103263047 |a 1103593262 |a 1105765387 |a 1112595708 |a 1113081107 |a 1113552715 |a 1159650877 |a 1351587059 |a 1355685376 |a 1380767138 | ||
| 020 | |a 9781118638330 |q (electronic bk.) | ||
| 020 | |a 1118638336 |q (electronic bk.) | ||
| 020 | |a 9781118171745 |q (electronic bk.) | ||
| 020 | |a 1118171748 |q (electronic bk.) | ||
| 020 | |a 9781118171752 |q (electronic bk.) | ||
| 020 | |a 1118171756 |q (electronic bk.) | ||
| 020 | |z 9781118171721 |q (hardback) | ||
| 020 | |z 1118171721 | ||
| 024 | 8 | |a 9781118171752 | |
| 029 | 1 | |a AU@ |b 000053996704 | |
| 029 | 1 | |a AU@ |b 000058374013 | |
| 029 | 1 | |a AU@ |b 000066261000 | |
| 029 | 1 | |a CHBIS |b 010442132 | |
| 029 | 1 | |a CHNEW |b 000693593 | |
| 029 | 1 | |a CHNEW |b 000693597 | |
| 029 | 1 | |a CHNEW |b 000943229 | |
| 029 | 1 | |a CHVBK |b 480234507 | |
| 029 | 1 | |a DEBBG |b BV042141836 | |
| 029 | 1 | |a DEBBG |b BV042739402 | |
| 029 | 1 | |a DEBSZ |b 415415713 | |
| 029 | 1 | |a DEBSZ |b 485049589 | |
| 029 | 1 | |a NZ1 |b 15753452 | |
| 029 | 1 | |a NZ1 |b 15906979 | |
| 029 | 1 | |a AU@ |b 000072981223 | |
| 035 | |a (OCoLC)881386655 |z (OCoLC)891187222 |z (OCoLC)894731588 |z (OCoLC)935274859 |z (OCoLC)992818373 |z (OCoLC)1083237159 |z (OCoLC)1103263047 |z (OCoLC)1103593262 |z (OCoLC)1105765387 |z (OCoLC)1112595708 |z (OCoLC)1113081107 |z (OCoLC)1113552715 |z (OCoLC)1159650877 |z (OCoLC)1351587059 |z (OCoLC)1355685376 |z (OCoLC)1380767138 | ||
| 037 | |a CL0500000478 |b Safari Books Online | ||
| 037 | |a 05E0B23F-AFC0-4DA1-A138-F2DE807BF248 |b OverDrive, Inc. |n http://www.overdrive.com | ||
| 042 | |a pcc | ||
| 050 | 0 | 0 | |a HG4650 |
| 072 | 7 | |a BUS |x 027000 |2 bisacsh | |
| 082 | 0 | 0 | |a 332.63/2044 |2 23 |
| 084 | |a BUS036000 |2 bisacsh | ||
| 049 | |a UAMI | ||
| 100 | 1 | |a Choudhry, Moorad. | |
| 245 | 1 | 0 | |a Fixed income markets : |b management, trading and hedging / |c Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu. |
| 250 | |a Second edition. | ||
| 264 | 1 | |a Singapore : |b John Wiley & Sons, |c [2014] | |
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 500 | |a Includes index. | ||
| 500 | |a Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. | ||
| 588 | 0 | |a Print version record and CIP data provided by publisher. | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a "Takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets."--Provided by publisher | ||
| 505 | 0 | |a Machine generated contents note: ch. 1 The Bond Instrument -- ch. 2 Bond Instruments and Interest-Rate Risk -- Appendix 2.1 Formal Derivation of Modified-Duration Measure -- Appendix 2.2 Measuring Convexity -- Appendix 2.3 Taylor Expansion of the Price/Yield Function -- ch. 3 Bond Pricing, Spot, and Forward Rates -- Appendix 8.1 The Integral -- Appendix 8.2 The Derivation of the Bond Price Equation in Continuous lime -- ch. 4 Interest-Rate Modelling -- Appendix 4.1 Geometric Brownian Motion -- ch. 5 Fitting the Yield Curve -- Appendix 5.1 Linear Regression: Ordinary Least Squares -- Appendix 5.2 Regression Splines -- ch. 6 The Money Markets -- Appendix 6.1 -- ch. 7 Hybrid Securities and Structured Securities -- ch. 8 Bonds with Embedded Options and Option-Adjusted Spread Analysis -- Appendix 8.1 Calculating Interest Rate Paths Using Microsoft Excel -- ch. 9 Inflation-Indexed Bonds and Derivatives -- Appendix 9.1 Current Issuers of Public-Sector Indexed Securities. | |
| 505 | 0 | |a Note continued: Appendix 9.2 U.S. Treasury Inflation-Indexed Securities (TIPS) -- ch. 10 Introduction to Securitisation and Asset-Backed Securities -- ch. 11 Forwards and Futures Valuation -- ch. 12 Bond Futures Contracts -- Appendix 12.1 The Conversion Factor for the Long Gilt Future -- ch. 13 Swaps -- Appendix 13.1 Calculating Futures Strip Rates and Implied Swap Rates -- ch. 14 Credit Derivatives I: Instruments and Applications -- Appendix 14.1 Bond Credit Ratings -- ch. 15 Credit Derivatives II: Pricing, Valuation, and the Basis -- ch. 16 Options I -- Appendix 16.1 Summary of Basic Statistical Concepts -- Appendix 16.2 Lognormal Distribution of Returns -- Appendix 16.3 Black-Scholes Model in Microsoft Excel -- ch. 17 Options II -- ch. 18 Value-at-Risk and Credit VaR -- Appendix 18.1 Assumption of Normality -- ch. 19 Government Bond Analysis, the Yield Curve, and Relative-Value Trading -- ch. 20 Approaches to Trading and Hedging. | |
| 505 | 0 | |a Note continued: Appendix 20.1 Summary of Derivation of Optimum Hedge Equation -- Appendix 20.2 Forward-Rate Structure in Conventional Yield-Curve Environment -- ch. 21 Derivatives Risk Management: Convexity, Collateral, and Correlation. | |
| 542 | |f Copyright © John Wiley and Sons | ||
| 542 | |f Copyright © John Wiley & Sons | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities. |2 bisacsh | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Choudhry, Moorad. |t Fixed income markets. |b Second edition. |d Singapore : John Wiley & Sons, [2014] |z 9781118171721 |w (DLC) 2014007537 |
| 856 | 4 | 0 | |u https://learning.oreilly.com/library/view/~/9781118171752/?ar |z Texto completo (Requiere registro previo con correo institucional) |
| 938 | |a ebrary |b EBRY |n ebr10888214 | ||
| 938 | |a EBSCOhost |b EBSC |n 806409 | ||
| 938 | |a YBP Library Services |b YANK |n 11944415 | ||
| 938 | |a YBP Library Services |b YANK |n 11951541 | ||
| 938 | |a YBP Library Services |b YANK |n 11963680 | ||
| 994 | |a 92 |b IZTAP | ||