Outlines Highlights For Fixed Income Markets And Their Derivatives By Suresh Sundaresan
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Fixed Income Markets And Their Derivatives
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Author : Suresh Sundaresan
language : en
Publisher: Academic Press
Release Date : 2009-03-30
Fixed Income Markets And Their Derivatives written by Suresh Sundaresan and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-03-30 with Business & Economics categories.
The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. Fixed Income Markets and Their Derivatives matches well with fixed income securities courses. The book's 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. New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added Online Resources for instructors on password protected website provides worked out examples for each chapter A detailed description of all key financial terms is provided in a glossary at the back of the book
Fixed Income Markets And Their Derivatives
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Author : Suresh M. Sundaresan
language : en
Publisher: South Western Educational Publishing
Release Date : 1997
Fixed Income Markets And Their Derivatives written by Suresh M. Sundaresan and has been published by South Western Educational Publishing this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Fixed-income securities categories.
Provides a current, state of the art, integrated and self-contained analysis of the market institutions, theory, and empirical evidence in fixed-income securities and derivative securities.
Fixed Income Markets And Their Derivatives
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Author : Suresh M. Sundaresan
language : en
Publisher: Academic Press
Release Date : 2009
Fixed Income Markets And Their Derivatives written by Suresh M. Sundaresan and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business & Economics categories.
The third edition of this well-respected textbook matches well with fixed income securities courses, and continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book's organization allows instructors to customize the material to suit their courses and the mathematical ability of their students. Suresh Sundaresan has revised the book to reflect extensive feedback from users of the second edition.
Stock Volatility And The Crash Of 87
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Author :
language : en
Publisher:
Release Date : 1989
Stock Volatility And The Crash Of 87 written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1989 with categories.
Fixed Income Markets And Their Derivatives
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Author : Suresh M. Sundaresan
language : en
Publisher:
Release Date : 2007
Fixed Income Markets And Their Derivatives written by Suresh M. Sundaresan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Fixed-income securities categories.
Fixed Income Markets And Their Derivatives
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Author : Suresh M. Sundaresan
language : en
Publisher: Thomson South-Western
Release Date : 2002
Fixed Income Markets And Their Derivatives written by Suresh M. Sundaresan and has been published by Thomson South-Western this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Fixed-income securities categories.
Features topics include: -Analysis of Treasury Markets including the auction mechanisms covering discriminatory auctions and the Treasury's experiment with uniform price auction.-Description and analysis of when-issued markets, interdealer broker markets, auctions and the secondary markets.-Extensive coverage of bond mathematics with over 20 complete real-world examples, including the application of bond mathematics to tracing and portfolio management.
Fixed Income Securities
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Author : Bruce Tuckman
language : en
Publisher: John Wiley & Sons
Release Date : 2011-10-13
Fixed Income Securities written by Bruce Tuckman and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-13 with Business & Economics categories.
Fixed income practitioners need to understand the conceptualframeworks of their field; to master its quantitative tool-kit; andto be well-versed in its cash-flow and pricing conventions.Fixed Income Securities, Third Edition by Bruce Tuckman andAngel Serrat is designed to balance these three objectives. Thebook presents theory without unnecessary abstraction; quantitativetechniques with a minimum of mathematics; and conventions at auseful level of detail. The book begins with an overview of global fixed income marketsand continues with the fundamentals, namely, arbitrage pricing,interest rates, risk metrics, and term structure models to pricecontingent claims. Subsequent chapters cover individual markets andsecurities: repo, rate and bond forwards and futures, interest rateand basis swaps, credit markets, fixed income options, andmortgage-backed-securities. Fixed Income Securities, Third Edition is full ofexamples, applications, and case studies. Practically everyquantitative concept is illustrated through real market data. Thispractice-oriented approach makes the book particularly useful forthe working professional. This third edition is a considerable revision and expansion ofthe second. Most examples have been updated. The chapters on fixedincome options and mortgage-backed securities have beenconsiderably expanded to include a broader range of securities andvaluation methodologies. Also, three new chapters have been added:the global overview of fixed income markets; a chapter on corporatebonds and credit default swaps; and a chapter on discounting withbases, which is the foundation for the relatively recent practiceof discounting swap cash flows with curves based on money marketrates. [FOR THE UNIVERSITY EDITION] This university edition includes problems which students can useto test and enhance their understanding of the text.
Trading And Exchanges
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Author : Larry Harris
language : en
Publisher: OUP USA
Release Date : 2003
Trading And Exchanges written by Larry Harris and has been published by OUP USA this book supported file pdf, txt, epub, kindle and other format this book has been release on 2003 with Business & Economics categories.
Focusing on market microstructure, Harris (chief economist, U.S. Securities and Exchange Commission) introduces the practices and regulations governing stock trading markets. Writing to be understandable to the lay reader, he examines the structure of trading, puts forward an economic theory of trading, discusses speculative trading strategies, explores liquidity and volatility, and considers the evaluation of trader performance. Annotation (c)2003 Book News, Inc., Portland, OR (booknews.com).
Covered Interest Parity Deviations Macrofinancial Determinants
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Author : Mr.Eugenio M Cerutti
language : en
Publisher: International Monetary Fund
Release Date : 2019-01-16
Covered Interest Parity Deviations Macrofinancial Determinants written by Mr.Eugenio M Cerutti and has been published by International Monetary Fund this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-01-16 with Business & Economics categories.
For about three decades until the Global Financial Crisis (GFC), Covered Interest Parity (CIP) appeared to hold quite closely—even as a broad macroeconomic relationship applying to daily or weekly data. Not only have CIP deviations significantly increased since the GFC, but potential macrofinancial drivers of the variation in CIP deviations have also become significant. The variation in CIP deviations seems to be associated with multiple factors, not only regulatory changes. Most of these do not display a uniform importance across currency pairs and time, and some are associated with possible temporary considerations (such as asynchronous monetary policy cycles).
Advanced Credit Risk Analysis
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Author : Didier Cossin
language : en
Publisher: John Wiley & Sons
Release Date : 2001
Advanced Credit Risk Analysis written by Didier Cossin and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Business & Economics categories.
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management. The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.