ISBN 13 : 978-1-0788-4663-2

Sommaire :
Fixed Income

Reading 47. Fixed-Income instrument features
Reading 48. Fixed-Income cash flows and types
Reading 49. Fixed-Income insurance and trading
Reading 50. Fixed-Income markets for corporate issuers
Reading 51. Fixed-Income markets for government issuers
Reading 52. Fixed-income bond valuation: prices and yields
Reading 53. Yield and yield measures for fixed-rate bonds
Reading 54. Yield and yield measures for floating-rate instruments
Reading 55. The term structure of interest rates: spot, par and forward curves
Reading 56. Interest rate risk and return
Reading 57. Yield based bond duration measures and properties
Reading 58. Yield based bond convexity and portfolio properties
Reading 59. Curve based and empirical fixed income risk measures
Reading 60. Credit risk
Reading 61. Credit analysis for government issuers
Reading 62. Credit analysis for corporate issuers
Reading 63. Fixed-income securization
Reading 64. Asset backed security (ABS) instrument and market features
Reading 65. Mortgage backed security (MBS) instrument and market features

Derivatives

Reading 66. Derivative instrument and Derivative market features
Reading 67. Forward commitment and contingent claim features
Reading 68. Derivative benefits, risks and issuer and investor uses
Reading 69. Arbitrage, replicaion and the cost of carry in pricin derivatives
Reading 70. Pricing and valuation of forward contracts and for an underlying with varying maturities
Reading 71. Pricing and valuation of futures contracts
Reading 72. Pricing and valuation of interest rates and other swaps
Reading 73. Pricing and valuation of options
Reading 74. Option replication usint put-call parity
Reading 75. Valuing a derivative using a one-period binomial model.

Appendix

Nbre volumes : 0

Langue : Anglais

Edition : 2025

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque