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Fixed-income securities and derivatives handbook : analysis and valuation

Author: Moorad Choudhry
Publisher: Princeton, NJ : Bloomberg Press, 2005.
Edition/Format:   Print book : English : 1st edView all editions and formats
Database:WorldCat
Summary:
"In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. Covering a wide range of market instruments, the book will acquaint you with both simple and complex products and the mathematics behind them."--Jacket.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Moorad Choudhry
ISBN: 1576601641 9781576601648
OCLC Number: 57283937
Description: xvi, 355 pages : illustrations ; 25 cm
Contents: The bond instrument --
Bond instruments and interest rate risk --
Bond pricing and spot and forward rates --
Interest rate modeling --
Fitting the yield curve --
Forwards and futures valuation --
Swaps --
Options --
Measuring option risk --
Credit derivatives --
The analysis of bonds with embedded options --
Inflation-indexed bonds --
Hybrid securities --
Securitization and mortgage-backed securities --
Collateralized debt obligations --
The yield curve, bond yield, and spot rates --
Approaches to trading --
The Black-Scholes model in Microsoft Excel.
Responsibility: Moorad Choudhry.
More information:

Abstract:

"In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. Covering a wide range of market instruments, the book will acquaint you with both simple and complex products and the mathematics behind them."--Jacket.

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