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Wiley Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives: 10 (Frontiers in Finance Series)

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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

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
29 July 1999
Listed Since
12 January 2007

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