Fixed Income and Interest Rate Derivative Analysis

Fixed Income and Interest Rate Derivative Analysis on ScienceDirect(Opens new window)
Hardbound, 220 Pages
Published: OCT-1998
ISBN 10: 0-7506-4012-X
ISBN 13: 978-0-7506-4012-1
Imprint: BUTTERWORTH HEINEMANN


By
Mark Britten-Jones, BEcon (Adelaide) MA PhD (UCLA), Assistant Professor of Finance at London Business School, who teaches the fixed income module of the school's Masters course in Finance.Beofre teaching, he worked at the Reserve Bank of Australia and at Macquarie Bank.

Description
Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance.

Audience:
Primary:Students of finance courses:* 3rd year undergraduates* MBA students* Students of Masters degrees in Finance Secondary:*Fixed income analysts*Fund managers


 
Last update: 5 Nov 2011