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Author Choudhry, Moorad

Title Fixed Income Securities and Derivatives Handbook : Analysis and Valuation
Edition 2nd ed
Published Hoboken : John Wiley & Sons, 2010


Description 1 online resource (497 pages)
Series Bloomberg Professional
Bloomberg Professional
Contents Fixed-Income Securities and Derivatives Handbook, Analysis and Valuation, 2nd Edition; Contents; Foreword; Preface; Part One: Introduction to Bonds; Chapter 1: The Bond Instrument; Chapter 2: Bond Instruments and Interest Rate Risk; Chapter 3: Bond Pricing and Spot and Forward Rates; Chapter 4: Interest Rate Modeling; Chapter 5: Fitting the Yield Curve; Part Two: Selected Cash and Derivative Instruments; Chapter 6: Forwards and Futures Valuation; Chapter 7: Swaps; Chapter 8: Options; Chapter 9: Measuring Option Risk; Chapter 10: Credit Derivatives
Chapter 11: The Analysis of Bonds with Embedded OptionsChapter 12: Option-Adjusted Spread Analysis; Chapter 13: Convertible Bonds; Chapter 14: Inflation-Indexed Bonds; Chapter 15: Securitization and Asset-Backed Securities; Chapter 16: Collateralized Debt Obligations; Part Three: Selected Market Trading Considerations; Chapter 17: The Yield Curve, Bond Yield, and Spot Rates; Chapter 18: Approaches to Trading; Chapter 19: Credit Analysis and Relative Value Measure
Summary A mix of practical tips and academic theory, the second edition includes new material on covered bonds, credit derivatives, convertible bonds, swaps, synthetic securitization, bond portfolio management, and more
Notes Print version record
Subject Fixed-income securities.
Derivative securities.
Derivative securities
Fixed-income securities
Form Electronic book
ISBN 9780470879078