| Document Type
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BL
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| Record Number
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981307
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| Doc. No
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b735677
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| Main Entry
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Choudhry, Moorad.
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| Title & Author
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Fixed-income securities and derivatives handbook : : analysis and valuation /\ Moorad Choudhry.
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| Edition Statement
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1st ed.
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| Publication Statement
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Princeton, NJ :: Bloomberg Press,, 2005.
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| Page. NO
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xvi, 355 pages :: illustrations ;; 25 cm
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| ISBN
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1576601641
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: 9781576601648
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| Bibliographies/Indexes
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Includes bibliographical references (pages 333-343) and index.
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| Contents
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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.
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| Abstract
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"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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| Subject
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Derivative securities.
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| Subject
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Fixed-income securities.
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Instruments dérivés (Finances)
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| Subject
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Valeurs mobilières à revenus fixes.
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| Subject
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Derivative securities.
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| Subject
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Fixed-income securities.
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| Subject
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Derivat (Wertpapier)
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| Subject
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Festverzinsliches Wertpapier.
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| Subject
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Derivaten (financiën)
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| Subject
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Securitisatie.
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| Dewey Classification
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332.63/2044
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| LC Classification
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HG4650.C45 2005
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| NLM classification
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85.33bcl
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QK 620rvk
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