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Advanced Fixed Income Analysis
| Advanced Fixed Income Analysis |
| Autore | Choudhry Moorad |
| Edizione | [2nd ed.] |
| Pubbl/distr/stampa | Burlington, : Elsevier Science, 2015 |
| Descrizione fisica | 1 online resource (268 p.) |
| Disciplina | 332.63234 |
| Altri autori (Persone) | LizzioMichele |
| Soggetto topico |
Bond market
Bonds -- Prices -- Econometric models Bonds -- Valuation -- Econometric models Interest rates -- Mathematical models |
| ISBN |
9780080999418
0080999417 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Advanced Fixed Income Analysis; Copyright; Chapter 1: Asset-Swap Spreads and Relative Value Analysis; Bibliography; Chapter 2: The Dynamics of Asset Prices; 2.2.2. Stochastic Calculus; 2.3.3. Uncertainty of Interest Rates; Selected Bibliography and References; Chapter 3: Interest-Rate Models I; Selected Bibliography and References; Chapter 4: Interest-Rate Models II; 4.2.1. The Single-Factor HJM Model; 4.3. Multi-Factor Term Structure Models; Selected Bibliography and References; References on Estimation Methods; Chapter 5: Fitting the Term Structure
Selected Bibliography and ReferencesChapter 6: Advanced Analytics for Index-Linked Bonds; 6.4.3.4. Indexation Lag; Bibliography; Chapter 7: Analysing the Long-Bond Yield; References; Chapter 8: The Default Risk of Corporate Bonds; 8.1. Corporate Bond Default Spread Risk; 8.1.1. Spread Risk; 8.1.1.1. Benchmark Spread; References; Chapter 9: Convertible Securities: Analysis and Valuation; 9.3.3. Special Market Model Features; 9.3.3.1. Justifying the Conversion Premium at Issue; Selected Bibliography and References; Chapter 10: Floating-Rate Notes; 10.4. Other Features of Floating-Rate Notes 10.4.1. DurationBibliography; Chapter 11: Bonds with Embedded Options; 11.1.2. Effective Duration and Convexity; 11.2.3. Valuing Callable Bonds; Bibliography |
| Record Nr. | UNINA-9910583473903321 |
Choudhry Moorad
|
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| Burlington, : Elsevier Science, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry
| Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 332.63234 |
| Collana | Elsevier finance |
| Soggetto topico |
Bonds
Investment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02031-1
9786611020316 0-08-048818-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; index |
| Record Nr. | UNINA-9910457944103321 |
|
Choudhry Moorad
|
||
| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry
| Advanced fixed income analysis [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (199 p.) |
| Disciplina | 332.63234 |
| Collana | Elsevier finance |
| Soggetto topico |
Bonds
Investment analysis |
| ISBN |
1-281-02031-1
9786611020316 0-08-048818-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; index |
| Record Nr. | UNINA-9910784461403321 |
|
Choudhry Moorad
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| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate bonds : natura e progettazione / [di Cesare Conti]
| Corporate bonds : natura e progettazione / [di Cesare Conti] |
| Autore | Conti, Cesare <1963- > |
| Pubbl/distr/stampa | Milano : Egea, 2001 |
| Descrizione fisica | 95 p. ; 24 cm |
| Disciplina | 332.63234 |
| Collana | Quaderno Fin.te.m.a |
| Soggetto topico | Obbligazioni |
| ISBN | 8823807131 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991001020459707536 |
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Conti, Cesare <1963- >
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| Milano : Egea, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
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Corporate bonds : evoluzione del mercato, valutazione aziendale, profili civilistici e tributari
| Corporate bonds : evoluzione del mercato, valutazione aziendale, profili civilistici e tributari |
| Pubbl/distr/stampa | Milano : EGEA, 2001 |
| Descrizione fisica | 79 p. ; 24 cm |
| Disciplina | 332.63234 |
| Collana | Quaderni ; 2 |
| Soggetto topico | Obbligazioni |
| ISBN | 8823807360 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | ita |
| Record Nr. | UNISALENTO-991001021019707536 |
| Milano : EGEA, 2001 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. del Salento | ||
| ||
Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry
| Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (479 p.) |
| Disciplina | 332.63234 |
| Collana | Fixed income markets library |
| Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-00925-3
9786611009250 0-08-047687-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
| Record Nr. | UNINA-9910457947403321 |
|
Choudhry Moorad
|
||
| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry
| Corporate bonds and structured financial products [[electronic resource] /] / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (479 p.) |
| Disciplina | 332.63234 |
| Collana | Fixed income markets library |
| Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
| ISBN |
1-281-00925-3
9786611009250 0-08-047687-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
| Record Nr. | UNINA-9910784460903321 |
|
Choudhry Moorad
|
||
| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Corporate bonds and structured financial products / / Moorad Choudhry
| Corporate bonds and structured financial products / / Moorad Choudhry |
| Autore | Choudhry Moorad |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London, : Elsevier Butterworth-Heinemann, 2004 |
| Descrizione fisica | 1 online resource (479 p.) |
| Disciplina | 332.63234 |
| Collana | Fixed income markets library |
| Soggetto topico |
Bonds
Corporate bonds Structured notes (Securities) Investment analysis |
| ISBN |
9786611009250
9781281009258 1281009253 9780080476872 0080476872 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | front cover; copyright; toc; front matter; body; back matter; index |
| Record Nr. | UNINA-9910970623003321 |
|
Choudhry Moorad
|
||
| London, : Elsevier Butterworth-Heinemann, 2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Interest rate derivatives : valuation, calibration and sensitivity analysis / / Ingo Beyna
| Interest rate derivatives : valuation, calibration and sensitivity analysis / / Ingo Beyna |
| Autore | Beyna Ingo |
| Edizione | [1st ed. 2013.] |
| Pubbl/distr/stampa | New York, : Springer, 2012 |
| Descrizione fisica | 1 online resource (219 p.) |
| Disciplina | 332.63234 |
| Collana | Lecture notes in economics and mathematical systems |
| Soggetto topico |
Interest rate futures
Interest rate swaps |
| ISBN |
1-299-33755-4
3-642-34925-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Preface -- 1.Literature Review -- 2.The Cheyette Model Class -- 3.Analytical Pricing Formulas -- 4.Calibration -- 5.Monte Carlo Methods -- 6.Characteristic Function Method -- 7.PDE Valuation -- 8.Comparison of Valuation Techniques for Interest Rate Derivatives -- 9.Greeks -- 10.Conclusion.-Appendices: A.Additional Calculus in the Class of Cheyette Models -- B.Mathematical Tools -- C.Market Data -- References -- Index. |
| Record Nr. | UNINA-9910736976603321 |
|
Beyna Ingo
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| New York, : Springer, 2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets / / Emanuele Baldacci, Sanjeev Gupta and Amine Mati
| Is it (still) mostly fiscal? : determinants of sovereign spreads in emerging markets / / Emanuele Baldacci, Sanjeev Gupta and Amine Mati |
| Autore | Baldacci Emanuele |
| Pubbl/distr/stampa | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| Descrizione fisica | 1 online resource (25 p.) |
| Disciplina | 332.63234 |
| Altri autori (Persone) |
GuptaSanjeev
MatiAmine |
| Collana |
IMF Working Papers
IMF working paper |
| Soggetto topico |
Corporate bonds - Developing countries - Econometric models
State bonds - Developing countries - Econometric models |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-4623-8303-3
1-4527-1880-6 9786612842108 1-282-84210-2 1-4518-7117-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Contents; I. Introduction; II. Literature Review; III. Sovereign Spreads: A Simple Theoretical Framework; IV. Empirical Model Specification; V. Data and Estimation Results; Tables; 1. Descriptive Statistics; 2. Correlation Between (log) Spreads, Political Risk and Fiscal Variables; Charts; 1. Emerging Market Risk (log) Spreads and Various Political Risk Indices; 2. Emerging Market Risk (log) Spreads and Fiscal Variables; 3. Random Effects Estimates; VI. Robustness Analysis; 4. Alternative Estimations: Whole Sample; VII. Conclusions; 5. Effects of Different Political Variables on Spreads |
| Record Nr. | UNINA-9910464248303321 |
|
Baldacci Emanuele
|
||
| [Washington, District of Columbia] : , : International Monetary Fund, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
