Description 
1 online resource (497 pages) 
Series 
Bloomberg Professional 

Bloomberg Professional

Contents 
FixedIncome 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: OptionAdjusted Spread Analysis; Chapter 13: Convertible Bonds; Chapter 14: InflationIndexed Bonds; Chapter 15: Securitization and AssetBacked 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 
Fixedincome securities.


Derivative securities.


Derivative securities


Fixedincome securities


Derivathandel.


Investeringar.


Kapitalmarknad.

Form 
Electronic book

ISBN 
9780470879078 

0470879076 
