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| FIXED INCOME MARKETS AND THEIR DERIVATIVES
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To order this title, and for more information, click here
Third Edition
By
Suresh Sundaresan, Chase Manhattan Bank Professor of Economics and Finance, Columbia University, New York, NY, USA
Included in series
Academic Press Advanced Finance ,
Description
The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities,
pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in
the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the
fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.
Audience
Students in MBA programs and master's programs in Finance, professionals who want an authoritative resource and explanation of the latest methods and concepts.
Contents
Fixed Income Markets and Their Derivatives
Sundaresan
Chapter 1: Overview of Fixed Income Markets
Chapter 2: Price-Yield Conventions
Chapter 3: Federal Reserve (Central Bank) & Fixed Income Markets
Chapter 4: Organization and Transparency of Fixed Income Markets
Chapter
5: Financing Debt Securities Repurchase (Repo) Agreements
Chapter 6: Actions of Treasury Debt Securities
Chapter 7: Bond Mathematics-DV01,
Duration and Convexity
Chapter 8: Yield Curve and the Term Structure
Chapter 9: Models of Yield Curve and the Term Structure
Chapter
10: Modeling Credit Risk and Corporate Debt Securities
Chapter 11: Mortgages, Federal Agencies & Agency Debt
Chapter 12: Mortgage-Backed
Securities (MBS)
Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS)
Chapter 14: Derivatives on Overnight
Interest Rates
Chapter 15: Eurodollar Futures Contracts
Chapter 16: Interest-Rate Swaps
Chapter 17: Treasury Futures Contracts
Chapter
18: Credit Default Swaps Single Name, Portfolio and Indexes
Chapter 19: Structured Credit Products Collateralized Debt Obligations
| Bibliographic details |
Hardbound, 456 pages, publication date: FEB-2009
ISBN-13: 978-0-12-370471-9
ISBN-10: 0-12-370471-5
Imprint: ACADEMIC PRESS
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| Price and Ordering |
Price:
GBP 60.99
EUR 66.95
USD 99.95
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Last update: 20 Feb 2010
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