| 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
|
|
Derivathandel.
|
|
Investeringar.
|
|
Kapitalmarknad.
|
| Form |
Electronic book
|
| ISBN |
9780470879078 |
|
0470879076 |
|
