Demystifying Fixed Income Analytics
-10%
portes grátis
Demystifying Fixed Income Analytics
A Practical Guide
Mukherjee, Kedar Nath
Taylor & Francis Ltd
07/2020
460
Dura
Inglês
9781138358812
15 a 20 dias
784
Descrição não disponível.
Lists of Figures, Tables, Case Studies. Foreword by G. Mahalingam. Preface. Acknowledgements. Abbreviations 1. Fixed Income Securities Market: An Overview 2. Fixed Income Instruments: Various Classifications 3. Basic Statistics 4. Risk and Return Measures 5. Term Structures of Interest Rates 6. Pricing and Valuation Techniques 7. Interest Rate Sensitivity Measures 8. Financial Derivatives Contract 9. Interest Rate Futures 10. Forward Rate Agreement and Interest Rate Swaps 11. Interest Rate Options and Structured Products 12. Credit Default Swaps 13. Trading and Management Strategies 14. Risk Management (Focus: Market Risk). Glossary. Index
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Fixed Income Securities;CR;Financial Market;Yield Curve;Fixed Income Security;Bond Portfolio;Bond Analytics;Floating Rate Bond;Interest Rate Sensitivity;Interest Rate Futures Contract;Financial Derivatives;Fixed Rate Bond;Interest Rate Futures;Coupon Bonds;Interest Rate Swaps;Fixed Income Portfolio;Risk Management;Bond Portfolio Manager;Value at Risk;Securities Issued;Bond Portfolio Management;Strike Price;Portfolio Optimization;Vice Versa;Market Risk Capital Charge;Central Government;trading strategies;Callable Bond;risk-return measures;Hedge Effectiveness;Repo Rate;IRS Contract;Ois Rate;CDS Contract;OTC Derivative;Fixed Rate Payer;CDS Position;Coupon Payment Date;Type Ii Error
Lists of Figures, Tables, Case Studies. Foreword by G. Mahalingam. Preface. Acknowledgements. Abbreviations 1. Fixed Income Securities Market: An Overview 2. Fixed Income Instruments: Various Classifications 3. Basic Statistics 4. Risk and Return Measures 5. Term Structures of Interest Rates 6. Pricing and Valuation Techniques 7. Interest Rate Sensitivity Measures 8. Financial Derivatives Contract 9. Interest Rate Futures 10. Forward Rate Agreement and Interest Rate Swaps 11. Interest Rate Options and Structured Products 12. Credit Default Swaps 13. Trading and Management Strategies 14. Risk Management (Focus: Market Risk). Glossary. Index
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Fixed Income Securities;CR;Financial Market;Yield Curve;Fixed Income Security;Bond Portfolio;Bond Analytics;Floating Rate Bond;Interest Rate Sensitivity;Interest Rate Futures Contract;Financial Derivatives;Fixed Rate Bond;Interest Rate Futures;Coupon Bonds;Interest Rate Swaps;Fixed Income Portfolio;Risk Management;Bond Portfolio Manager;Value at Risk;Securities Issued;Bond Portfolio Management;Strike Price;Portfolio Optimization;Vice Versa;Market Risk Capital Charge;Central Government;trading strategies;Callable Bond;risk-return measures;Hedge Effectiveness;Repo Rate;IRS Contract;Ois Rate;CDS Contract;OTC Derivative;Fixed Rate Payer;CDS Position;Coupon Payment Date;Type Ii Error
