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商品詳細
Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives.
・ISBN 978-0-471-24653-4 hard US$ 73.00
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★★★
| 著者・編者 | Questa, Giorgio S., |
|---|---|
| シリーズ | Wiley Frontiers in Finance |
| 出版社 | (Wiley, US) |
| 出版年月 | 1999 |
| ページ数 | 351 pp. |
| 言語 | ENG |
| ニュース番号 | ＜260-7345＞ |
解説
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
* 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