书目详细信息
： Fixed income markets :
书目信息 机读格式(MARC)
| ISBN： | 9781118171721 (hardback) |
|---|---|
| 编目源： | DLC DLC |
| 个人名称： | Choudhry, Moorad. |
| 题名： | Fixed income markets : management, trading and hedging / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Zhuoshi Liu and Alexandru Voicu. |
| 版本说明： | Second edition. |
| 索书号： | F830.91/C552-2E |
| 载体形态： | xix, 884 pages : illustrations ; 26 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. . |