- 定價87.00元
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8
折優惠：HK$69.6
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Fixed Income Markets and Their Derivatives 3/e
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沒有庫存
訂購需時10-14天
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9780123704719 | |
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Suresh Sundaresan | |
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新陸書局 | |
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2009年6月01日
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400.00 元
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HK$ 360
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詳
細
資
料
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* 叢書系列：Financial Management
* 規格：平裝 / 普級 / 單色印刷
* 出版地：台灣
Financial Management
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分
類
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商業理財 > 行銷/廣告/業務 > 消費者行為 |
同
類
書
推
薦
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內
容
簡
介
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The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book is organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.
Suresh Sundaresan,
Chase Manhattan Bank Professor of Economics and Finance, Columbia University, New York, NY, USA
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目
錄
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Chapter 1: Overview of Fixed Income Markets Chapter 2: Price-Yield Conventions
Chapter 3: Federal Reserve (Central Bank) & Fixed Income Markets
Chapter 4: Organization and Transparency of Fixed Income Markets
Chapter 5: Financing Debt Securities Repurchase (Repo) Agreements
Chapter 6: Actions of Treasury Debt Securities
Chapter 7: Bond Mathematics-DV01, Duration and Convexity
Chapter 8: Yield Curve and the Term Structure
Chapter 9: Models of Yield Curve and the Term Structure
Chapter 10: Modeling Credit Risk and Corporate Debt Securities
Chapter 11: Mortgages, Federal Agencies & Agency Debt
Chapter 12: Mortgage-Backed Securities (MBS)
Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS)
Chapter 14: Derivatives on Overnight Interest Rates
Chapter 15: Eurodollar Futures Contracts
Chapter 16: Interest-Rate Swaps
Chapter 17: Treasury Futures Contracts
Chapter 18: Credit Default Swaps Single Name, Portfolio and Indexes
Chapter 19: Structured Credit Products Collateralized Debt Obligations
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書
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