E-Book, Englisch, 478 Seiten
Parameswaran Fixed Income Securities
1. Auflage 2019
ISBN: 978-1-5474-0068-3
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 6 - ePub Watermark
Concepts and Applications
E-Book, Englisch, 478 Seiten
ISBN: 978-1-5474-0068-3
Verlag: De Gruyter
Format: EPUB
Kopierschutz: 6 - ePub Watermark
covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals.
Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.
Zielgruppe
Brokerage, Insurance, Mutual funds, Pension funds, Hedge funds, C
Autoren/Hrsg.
Weitere Infos & Material
- A Primer on Time Value of Money
- Introduction to Bonds
- Yield Measures
- The Term Structure of Interest Rates
- Duration, Convexity, and Immunization
- Floating Rate Bonds
- Money Markets
- Mortgage Loans
- Mortgage-backed Securities
- Introduction to Futures & Options
- Forward Rate Agreements and Interest Rate Futures
- Fundamentals of Bond Options
- Bonds with Embedded Options
- Interest Rate Swaps