Description

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on:
* The global money market
* Foreign exchange transaction and foreign exchange derivatives
* Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
* Interest rate swaps, currency swaps, and exchange-traded futures
* Stochastic models and option pricing
* Stochastic models of the yield curve

Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives

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£55.00

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Usually despatched within 5 days
Hardback by Giorgio S. Questa

1 in stock

Short Description:

This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 29/07/1999
    ISBN13: 9780471246534, 978-0471246534
    ISBN10: 0471246530

    Number of Pages: 368

    Non Fiction , Business, Finance & Law

    Description

    This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on:
    * The global money market
    * Foreign exchange transaction and foreign exchange derivatives
    * Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
    * Interest rate swaps, currency swaps, and exchange-traded futures
    * Stochastic models and option pricing
    * Stochastic models of the yield curve

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