Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
| Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook |
| Autore | Subramani R. Venkata |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (743 p.) |
| Disciplina |
332.63/2044
332.632044 657.8333 |
| Soggetto topico |
Fixed-income securities
Portfolio management |
| ISBN |
1-119-19946-8
1-283-20358-8 9786613203588 0-470-82904-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Accounting for Investments; Contents; Foreword; Introduction; Preface; Acknowledgments; Chapter 1: Fixed Income Securities-Theory; Learning Objectives; Fixed Income Securities in General; Basics of the Bond Market; Types of issues and special characteristics; Bond coupon; Bond maturity; Bond pricing; Yield measures; Duration; Corporate bonds; Municipal bonds; Zero coupon bonds; Risks of investment in bonds; Definition of Financial Instruments; Financial asset; Financial liability; Equity instrument; Derivative; Categories of Financial Instruments-An Overview; Amendment made through IFRS 9
US GAAP proposals Fair value through profit or loss (FVPL); Available-for-sale; Held-to-Maturity (HTM); Questions; Theory questions; Chapter 2: Fixed Income Securities-Fair Value through Profit or Loss; Learning Objectives; Meaning and Definition of Fixed Income Securities; Classification of Debt Securities as ""Fair Value through Profit or Loss""; Fair value concept; Financial assets and financial liabilities held for trading; Fixed income security as a hedged item; Accounting for Fixed Income Securities; Trade Life Cycle for Fixed Income Securities-Fair Value through Profit or Loss Additional events in the trade life cycle Buy the bond; Accrued interest purchased; Pay the contracted amount for the bond; Corporate Action; Coupon accrual; Reversal of accrued interest purchased; Coupon receipt; On accounting for interest based on amortization; Accrual of interest on valuation date; Valuation of bond on valuation date; Reversal of interest accrued; On selling the bond (liquidation); Interest on bonds sold; Receive the consideration; Ascertain the profit/loss on the sale; FX revaluation process; FX translation process; Additional Events in the Trade Life Cycle Early redemption Maturity; Write off; Complete Solution to the Illustration; FX Revaluation and FX Translation Process; Functional currency, foreign currency and presentation currency; Primary economic environment; Primary factors; Additional factors; Additional factors for a foreign operation; Foreign currency transaction; Initial recognition; Monetary and non-monetary items; Carrying amount-non-monetary assets; Exchange differences on monetary items; Exchange differences on non-monetary items; FX revaluation process; FX translation process; FX revaluation entries; FX translation entries Consummated FX translation entry Transient FX translation entries; Distinction between Capital Gain and Currency Gain; Illustration 1: Investment in Bonds held for Trading Purposes; Bond-trading-Problem 1-USD; Solution to Illustration 1: Investment in Bonds held for Trading Purposes; Problem 1: Investment in Bonds (Trading) in Foreign Currency (AUD); Accounting Entries in Functional Currency; Summary; Questions; Theory questions; Objective questions; Journal questions; 1. Bond-trading-problem-USD; 2. Bond-trading-problem-GBP; 3. Bond-trading-problem-JPY Chapter 3: Fixed Income Securities-Available-for-Sale |
| Record Nr. | UNINA-9910139630303321 |
Subramani R. Venkata
|
||
| Chichester, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook
| Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives [[electronic resource] ] : Fixed Income and Interest Rate Derivatives - A Practitioner's Handbook |
| Autore | Subramani R. Venkata |
| Edizione | [1st edition] |
| Pubbl/distr/stampa | Chichester, : Wiley, 2011 |
| Descrizione fisica | 1 online resource (743 p.) |
| Disciplina |
332.63/2044
332.632044 657.8333 |
| Soggetto topico |
Fixed-income securities
Portfolio management |
| ISBN |
1-119-19946-8
1-283-20358-8 9786613203588 0-470-82904-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Accounting for Investments; Contents; Foreword; Introduction; Preface; Acknowledgments; Chapter 1: Fixed Income Securities-Theory; Learning Objectives; Fixed Income Securities in General; Basics of the Bond Market; Types of issues and special characteristics; Bond coupon; Bond maturity; Bond pricing; Yield measures; Duration; Corporate bonds; Municipal bonds; Zero coupon bonds; Risks of investment in bonds; Definition of Financial Instruments; Financial asset; Financial liability; Equity instrument; Derivative; Categories of Financial Instruments-An Overview; Amendment made through IFRS 9
US GAAP proposals Fair value through profit or loss (FVPL); Available-for-sale; Held-to-Maturity (HTM); Questions; Theory questions; Chapter 2: Fixed Income Securities-Fair Value through Profit or Loss; Learning Objectives; Meaning and Definition of Fixed Income Securities; Classification of Debt Securities as ""Fair Value through Profit or Loss""; Fair value concept; Financial assets and financial liabilities held for trading; Fixed income security as a hedged item; Accounting for Fixed Income Securities; Trade Life Cycle for Fixed Income Securities-Fair Value through Profit or Loss Additional events in the trade life cycle Buy the bond; Accrued interest purchased; Pay the contracted amount for the bond; Corporate Action; Coupon accrual; Reversal of accrued interest purchased; Coupon receipt; On accounting for interest based on amortization; Accrual of interest on valuation date; Valuation of bond on valuation date; Reversal of interest accrued; On selling the bond (liquidation); Interest on bonds sold; Receive the consideration; Ascertain the profit/loss on the sale; FX revaluation process; FX translation process; Additional Events in the Trade Life Cycle Early redemption Maturity; Write off; Complete Solution to the Illustration; FX Revaluation and FX Translation Process; Functional currency, foreign currency and presentation currency; Primary economic environment; Primary factors; Additional factors; Additional factors for a foreign operation; Foreign currency transaction; Initial recognition; Monetary and non-monetary items; Carrying amount-non-monetary assets; Exchange differences on monetary items; Exchange differences on non-monetary items; FX revaluation process; FX translation process; FX revaluation entries; FX translation entries Consummated FX translation entry Transient FX translation entries; Distinction between Capital Gain and Currency Gain; Illustration 1: Investment in Bonds held for Trading Purposes; Bond-trading-Problem 1-USD; Solution to Illustration 1: Investment in Bonds held for Trading Purposes; Problem 1: Investment in Bonds (Trading) in Foreign Currency (AUD); Accounting Entries in Functional Currency; Summary; Questions; Theory questions; Objective questions; Journal questions; 1. Bond-trading-problem-USD; 2. Bond-trading-problem-GBP; 3. Bond-trading-problem-JPY Chapter 3: Fixed Income Securities-Available-for-Sale |
| Record Nr. | UNINA-9910818326503321 |
|
Subramani R. Venkata
|
||
| Chichester, : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced fixed-income valuation tools / Narasimhan Jegadeesh ; Bruce Tuckman
| Advanced fixed-income valuation tools / Narasimhan Jegadeesh ; Bruce Tuckman |
| Autore | JEGADEESH, Narasimhan |
| Pubbl/distr/stampa | New York [etc.] : Wiley & Sons, 2000 |
| Descrizione fisica | XIV, 414 p. : ill. ; 25 cm |
| Disciplina | 332.632044 |
| Altri autori (Persone) | TUCKMAN, Bruce |
| Collana | Wiley frontiers in finance |
| Soggetto topico | Modelli matematici |
| ISBN | 0-471-25419-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-990005863820203316 |
|
JEGADEESH, Narasimhan
|
||
| New York [etc.] : Wiley & Sons, 2000 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Analisi degli investimenti finanziari / Russell J. Fuller, James L. Farrell jr.; presentazione di Attilio Ventura
| Analisi degli investimenti finanziari / Russell J. Fuller, James L. Farrell jr.; presentazione di Attilio Ventura |
| Pubbl/distr/stampa | Milano, : McGraw-Hill, 1993 |
| Descrizione fisica | XXI, 618 p. ; 24 cm |
| Disciplina |
332.6
332.60151 332.632 332.632044 |
| Soggetto topico |
Titoli di rendita
Investimenti - Analisi Titoli di Stato |
| ISBN |
8838632057
9788838632051 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISANNIO-MIL0153907 |
| Milano, : McGraw-Hill, 1993 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie
| Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie |
| Autore | Smith Darren |
| Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (678 p.) |
| Disciplina |
332.63/2
332.632 332.632044 |
| Collana | Wiley finance |
| Soggetto topico |
Collateralized debt obligations - Mathematical models
Credit derivatives - Mathematical models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-119-20643-X
0-470-66585-8 0-470-97167-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Dedication""; ""Foreword""; ""Acknowledgments""; ""Chapter 1: Introduction""; ""1.1 To Excel or Not to Excel?""; ""1.2 Existing Tools and Software""; ""Chapter 2: What are Cash CDOs?""; ""2.1 Types of CDOs""; ""2.2 Description of a Cash Flow CDO""; ""2.3 Life Cycle of a Cash CDO""; ""2.4 Contribution to the “Credit Crunch�""; ""Chapter 3: Introduction to Modelling""; ""3.1 Goals in Modelling""; ""3.2 Modelling Philosophies and Trade-Offs""; ""3.3 Flexibility""; ""3.4 Organization and Layout of a Model""
""3.5 Life-Cycle Issues: Building an Adaptable Model""""Chapter 4: Prerequisites to Cash Flow Modelling""; ""4.1 Modelling Dates""; ""4.2 Interest Rate Curve Modelling""; ""4.3 Present Value Modelling""; ""Chapter 5: Getting Started""; ""5.1 Create the Input Sheet""; ""5.2 The Value of Labelling""; ""Chapter 6: Modelling Assets""; ""6.1 Initial Asset Pool: Rep Line Modelling vs. Actual Assets""; ""6.2 The Collateral Sheet in the Cash Flow Model""; ""6.3 Modelling Defaults and Recoveries""; ""6.4 Amortization""; ""6.5 Modelling Reinvestment""; ""6.6 Reinvestment Cohorts""; ""6.7 Accounts"" ""6.8 Timing Models vs. Actual Timing""""6.9 Simple Warehouse Modelling""; ""Chapter 7: Basic Waterfall Modelling""; ""7.1 Basic Waterfalls""; ""7.2 Layout and Design""; ""7.3 Avoiding Negative Values""; ""7.4 Timing Modelled vs. Actual Timing""; ""7.5 Liabilities Cash Flows""; ""7.6 Fees and Expenses Cash Flows""; ""7.7 Interest Waterfall""; ""7.8 Interest Waterfall (Available Funds After Payment)""; ""7.9 Interest Waterfall Calculations""; ""7.10 Principal Waterfall""; ""7.11 Principal Waterfall (Available Funds After Payment)""; ""7.12 Principal Waterfall Calculations"" ""7.13 Adding Over-Collateralization Tests""""7.14 Adding Interest Coverage Tests""; ""7.15 Technical Issues with Coverage Tests""; ""Chapter 8: Outputs Sheet""; ""8.1 Purpose of the Outputs Sheet""; ""8.2 Collating Waterfall Outputs""; ""8.3 Present Value""; ""8.4 Duration""; ""8.5 Weighted Average Life and Internal Rate of Return""; ""8.6 Equity Analysis""; ""8.7 Basic Auditing""; ""Chapter 9: Moody�s Rating Agency Methodology""; ""9.1 Introduction to Agency Methodologies""; ""9.2 The BET Approach""; ""9.3 Evaluating the Collateral"" ""9.4 Creating the Moody�s Sheet and Related References in the Cash Flow Model""""9.5 Default Profiles""; ""9.6 Interest Rate Profiles""; ""9.7 Running the Analysis""; ""9.8 Variations on the BET""; ""9.9 2009 Methodology Update""; ""Chapter 10: Standard & Poor�s Rating Methodology""; ""10.1 The S&P Approach""; ""10.2 Evaluating the Collateral""; ""10.3 Modelling Recovery Rates""; ""10.4 CDO Evaluator""; ""10.5 Default Rates""; ""10.6 Interest Rate Stresses""; ""10.7 Amortization""; ""10.8 Additional S&P Modelling Criteria""; ""10.9 Building the S&P Sheet and Related References"" ""10.10 Running the Stress Scenarios"" |
| Record Nr. | UNINA-9910138956503321 |
|
Smith Darren
|
||
| Chichester, West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie
| Cash CDO modelling in Excel : a step by step approach / / Darren Smith and Pamela Winchie |
| Autore | Smith Darren |
| Pubbl/distr/stampa | Chichester, West Sussex, England : , : Wiley, , 2010 |
| Descrizione fisica | 1 online resource (678 p.) |
| Disciplina |
332.63/2
332.632 332.632044 |
| Collana | Wiley finance |
| Soggetto topico |
Collateralized debt obligations - Mathematical models
Credit derivatives - Mathematical models |
| ISBN |
1-119-20643-X
0-470-66585-8 0-470-97167-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
""Cover""; ""Half Title page""; ""Title page""; ""Copyright page""; ""Dedication""; ""Foreword""; ""Acknowledgments""; ""Chapter 1: Introduction""; ""1.1 To Excel or Not to Excel?""; ""1.2 Existing Tools and Software""; ""Chapter 2: What are Cash CDOs?""; ""2.1 Types of CDOs""; ""2.2 Description of a Cash Flow CDO""; ""2.3 Life Cycle of a Cash CDO""; ""2.4 Contribution to the “Credit Crunch�""; ""Chapter 3: Introduction to Modelling""; ""3.1 Goals in Modelling""; ""3.2 Modelling Philosophies and Trade-Offs""; ""3.3 Flexibility""; ""3.4 Organization and Layout of a Model""
""3.5 Life-Cycle Issues: Building an Adaptable Model""""Chapter 4: Prerequisites to Cash Flow Modelling""; ""4.1 Modelling Dates""; ""4.2 Interest Rate Curve Modelling""; ""4.3 Present Value Modelling""; ""Chapter 5: Getting Started""; ""5.1 Create the Input Sheet""; ""5.2 The Value of Labelling""; ""Chapter 6: Modelling Assets""; ""6.1 Initial Asset Pool: Rep Line Modelling vs. Actual Assets""; ""6.2 The Collateral Sheet in the Cash Flow Model""; ""6.3 Modelling Defaults and Recoveries""; ""6.4 Amortization""; ""6.5 Modelling Reinvestment""; ""6.6 Reinvestment Cohorts""; ""6.7 Accounts"" ""6.8 Timing Models vs. Actual Timing""""6.9 Simple Warehouse Modelling""; ""Chapter 7: Basic Waterfall Modelling""; ""7.1 Basic Waterfalls""; ""7.2 Layout and Design""; ""7.3 Avoiding Negative Values""; ""7.4 Timing Modelled vs. Actual Timing""; ""7.5 Liabilities Cash Flows""; ""7.6 Fees and Expenses Cash Flows""; ""7.7 Interest Waterfall""; ""7.8 Interest Waterfall (Available Funds After Payment)""; ""7.9 Interest Waterfall Calculations""; ""7.10 Principal Waterfall""; ""7.11 Principal Waterfall (Available Funds After Payment)""; ""7.12 Principal Waterfall Calculations"" ""7.13 Adding Over-Collateralization Tests""""7.14 Adding Interest Coverage Tests""; ""7.15 Technical Issues with Coverage Tests""; ""Chapter 8: Outputs Sheet""; ""8.1 Purpose of the Outputs Sheet""; ""8.2 Collating Waterfall Outputs""; ""8.3 Present Value""; ""8.4 Duration""; ""8.5 Weighted Average Life and Internal Rate of Return""; ""8.6 Equity Analysis""; ""8.7 Basic Auditing""; ""Chapter 9: Moody�s Rating Agency Methodology""; ""9.1 Introduction to Agency Methodologies""; ""9.2 The BET Approach""; ""9.3 Evaluating the Collateral"" ""9.4 Creating the Moody�s Sheet and Related References in the Cash Flow Model""""9.5 Default Profiles""; ""9.6 Interest Rate Profiles""; ""9.7 Running the Analysis""; ""9.8 Variations on the BET""; ""9.9 2009 Methodology Update""; ""Chapter 10: Standard & Poor�s Rating Methodology""; ""10.1 The S&P Approach""; ""10.2 Evaluating the Collateral""; ""10.3 Modelling Recovery Rates""; ""10.4 CDO Evaluator""; ""10.5 Default Rates""; ""10.6 Interest Rate Stresses""; ""10.7 Amortization""; ""10.8 Additional S&P Modelling Criteria""; ""10.9 Building the S&P Sheet and Related References"" ""10.10 Running the Stress Scenarios"" |
| Record Nr. | UNINA-9910830510403321 |
|
Smith Darren
|
||
| Chichester, West Sussex, England : , : Wiley, , 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Contingent Convertible Bonds, Corporate Hybrid Securities and Preferred Shares : Instruments, Regulation, Management / / by Marcin Liberadzki, Kamil Liberadzki
| Contingent Convertible Bonds, Corporate Hybrid Securities and Preferred Shares : Instruments, Regulation, Management / / by Marcin Liberadzki, Kamil Liberadzki |
| Autore | Liberadzki Marcin |
| Edizione | [1st ed. 2019.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2019 |
| Descrizione fisica | 1 online resource (243 pages) |
| Disciplina | 332.632044 |
| Soggetto topico |
Financial services industry
Financial Services |
| ISBN |
9783319925011
3319925016 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Contingent Convertibles Issued by EEA Banks -- 2. CoCo Bonds and Bail-In Mechanism -- 3. The Contingent Convertibles Pricing Models: CoCos Credit Spread Analysis -- 4. Non-EEA Banks' and Insurers' CoCos -- 5. Corporate Hybrid Securities and Preferred Shares. |
| Record Nr. | UNINA-9910337682803321 |
|
Liberadzki Marcin
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Euro, Bot & Bond : quando, come e perché scegliere i titoli a reddito fisso / Virginio Schiavetti
| Euro, Bot & Bond : quando, come e perché scegliere i titoli a reddito fisso / Virginio Schiavetti |
| Autore | Schiavetti, Virginio <1965- > |
| Pubbl/distr/stampa | Milano, : Il sole 24 ore, 2001 |
| Descrizione fisica | 60 p. ; 19 cm |
| Disciplina |
332
332.632044 332.6323 332.63232 |
| Collana | [Collana dedicata all'arrivo dell'euro] |
| Soggetto topico |
Titoli a reddito fisso
Euro |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Altri titoli varianti | Euro, bot e bond |
| Record Nr. | UNISANNIO-UBO1493561 |
|
Schiavetti, Virginio <1965- >
|
||
| Milano, : Il sole 24 ore, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Sannio | ||
| ||
Fixed Income Investing : A Classic in a Time of Increased Uncertainty / / by Thomas Poufinas
| Fixed Income Investing : A Classic in a Time of Increased Uncertainty / / by Thomas Poufinas |
| Autore | Poufinas Thomas |
| Edizione | [1st ed. 2022.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2022 |
| Descrizione fisica | 1 online resource (748 pages) |
| Disciplina | 332.632044 |
| Soggetto topico |
Financial services industry
Risk management Financial Services IT Risk Management |
| ISBN |
9783030879228
9783030879211 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 1. Introduction -- 2. Bonds -- 3. Term Structure -- 4. Fixed Income Portfolio Management -- 5. Interest Rate Derivatives -- 6. Credit Derivatives -- 7. Bond Markets -- 8. Bond Funds -- 9. Risks and Risk Management -- 10. Bonds and Crises -- 11. Bonds and Debt -- 12. Bonds vs. Stocks -- 13. Hedging, Speculation and Arbitrage -- 14. Bonds and Regulation. |
| Record Nr. | UNINA-9910556885303321 |
|
Poufinas Thomas
|
||
| Cham : , : Springer International Publishing : , : Imprint : Palgrave Macmillan, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income markets : management, trading and hedging / / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig [and three others]
| Fixed income markets : management, trading and hedging / / Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig [and three others] |
| Autore | Choudhry Moorad |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Singapore : , : Wiley, , 2014 |
| Descrizione fisica | 1 online resource (707 p.) |
| Disciplina | 332.632044 |
| Collana | Wiley Finance Series |
| Soggetto topico | Fixed-income securities |
| ISBN |
1-118-63833-6
1-118-17175-6 1-118-17174-8 |
| Classificazione | BUS036000 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. . |
| Record Nr. | UNINA-9910139135103321 |
|
Choudhry Moorad
|
||
| Singapore : , : Wiley, , 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
