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Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation, Choudhry Moorad



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: Choudhry Moorad   ( )
 Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation   ( : . )
: Wiley
:

ISBN: 1576603342
ISBN-13(EAN): 9781576603345
/: Hardback
: 476
: 0.876 .
: 30.07.2010
: Finance & accounting
: English
: 2nd edition
: Illustrations
: 238 x 162 x 38
: Professional & vocational
: Finance & accounting
: Analysis and valuation
: Link
:
:
: The definitive guide to fixed-come securities-revised to reflecttodays dynamic financial environment

The Second Edition of the Fixed-Income Securities andDerivatives Handbook offers a completely updated and revisedlook at an important area of todays financial world. In additionto providing an accessible description of the main elements of thedebt market, concentrating on the instruments used and theirapplications, this edition takes into account the effect of therecent financial crisis on fixed income securities andderivatives.

As timely as it is timeless, the Second Edition of theFixed-Income Securities and Derivatives Handbook includes awealth of new material on such topics as covered and convertiblebonds, swaps, synthetic securitization, and bond portfoliomanagement, as well as discussions regarding new regulatory twistsand the evolving derivatives market.

  • Offers a more detailed look at the basic principles ofsecuritization and an updated chapter on collateralized debtobligations
  • Covers bond mathematics, pricing and yield analytics, and termstructure models
  • Includes a new chapter on credit analysis and the differentmetrics used to measure bond-relative value
  • Contains illustrative case studies and real-world examples ofthe topics touched upon throughout the book

Written in a straightforward and accessible style, MooradChoudhrys new book offers the ideal mix of practical tips andacademic theory within this important field.





      
Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

: Choudhry Moorad
: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576601641 ISBN-13(EAN): 9781576601648
: Wiley
: 6970 .
  : .


The Handbook of Fixed Income Securities, Eighth Edition

: Fabozzi Frank J., Mann Steven V.
: The Handbook of Fixed Income Securities, Eighth Edition
ISBN: 0071768467 ISBN-13(EAN): 9780071768467
: McGraw-Hill
:
: 13859 .
  : .

: A guide to fixed income securities. It offers information on the advanced products, analytical tools, methodologies, and strategies for identifying and capitalizing on the potential of the fixed income securities market in order to enhance returns. It provides you with the best techniques for taking advantage of this market.

Handbook of Fixed-Income Securities

: Veronesi Pietro
: Handbook of Fixed-Income Securities
ISBN: 1118709195 ISBN-13(EAN): 9781118709191
: Wiley
:
: 13745 .
  : .

: Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fix

Inflation-indexed Securities: Bonds, Swaps and Other Derivatives, 2nd Edition

: Mark Deacon
: Inflation-indexed Securities: Bonds, Swaps and Other Derivatives, 2nd Edition
ISBN: 0470868120 ISBN-13(EAN): 9780470868126
: Wiley
:
: 11549 .
  : .

: The global market for inflation-indexed securities has ballooned in recent years, and this trend is set to continue. This book examines the rationale behind issuance and investment decisions, and details the issues facing anyone who designs indexed securities, illustrating them wherever possible with actual examples from the international capital markets. In particular, an extensive review of indexed debt markets throughout the world is provided - including for the first time, a comprehensive and consistent set of cash flow and price-yield equations for the instruments already in existence in the major bond markets - forming an important reference for those already experienced in the field, as well as practitioners and academics approaching the subject for the first time. The book also provides unique insight into the development of inflation-indexed derivative products, and the analytical tools required to value such instruments.

Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging

: Lionel Martellini
: Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
ISBN: 0471495026 ISBN-13(EAN): 9780471495024
: Wiley
:
: 10973 .
  : .

: This work aims to provide a thorough explanation of moder methods for pricing and hedging with descriptions of the various modelling techniques that can be used to price the various securities, such as government bonds, treasury bills, and interest rate derivatives.

Fixed income securities

: Veronesi, Pietro
: Fixed income securities
ISBN: 0470109106 ISBN-13(EAN): 9780470109106
: Wiley
:
: 23447 .
  : .

: The deep understanding of the forces that affect the valuation, risk and return of fixed income securities and their derivatives has never been so important. As the world of fixed income securities becomes more complex, anybody who studies fixed income securities must be exposed more directly to this complexity.

Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps

: Constantinides George M.
: Financial Derivatives: Futures, Forwards, Swaps, Options, Corporate Securities, and Credit Default Swaps
ISBN: 9814618411 ISBN-13(EAN): 9789814618410
: World Scientific Publishing
:
: 8398 .
  : .

: Derivatives Markets Are An Important And Growing Segment Of Financial Markets And Play An Important Role In The Management Of Risk.This Invaluable Set Of Lecture Notes Is Meant To Be Used In Conjunction With A Standard Textbook On Derivatives In An Advanced Undergraduate Or Mba Elective Course On Futures, Forwards, Swaps, Options, Corporate Securities, And Credit Default Swaps. It Covers The Foundations Of Derivatives Pricing In Arbitrage-Free Markets, Develops The Methodology Of Risk-Neutral Valuation, And Discusses Hedging And The Management Of Risk.

Frontier Emerging Equity Markets Securities Price Behavior and Valuation

: Kratz
: Frontier Emerging Equity Markets Securities Price Behavior and Valuation
ISBN: 0792385853 ISBN-13(EAN): 9780792385851
: Springer
:
: 17764 .
  : .

: Uses a Russian example to illustrate the intricate mechanics of frontier emerging equity market analysis. This book develops a comprehensive framework for valuing a frontier equity market. It also discusses the philology of the frontier market valuation debate.

Mathematics of Derivatives Securities with Applications in M

: Cerrato Mario
: Mathematics of Derivatives Securities with Applications in M
ISBN: 0470683694 ISBN-13(EAN): 9780470683699
: Wiley
:
: 4909 .
  : .

: The book is divided into two parts the first part introduces probability theory, stochastic calculus and stochastic processes before moving on to the second part which instructs readers on how to apply the content learnt in part one to solve complex financial problems such as pricing and hedging exotic options, pricing American derivatives, pricing and hedging under stochastic volatility, and interest rate modelling. Each chapter provides a thorough discussion of the topics covered with practical examples in MATLAB so that readers will build up to an analysis of modern cutting edge research in finance, combining probabilistic models and cutting edge finance illustrated by MATLAB applications. Most books currently available on the subject require the reader to have some knowledge of the subject area and rarely consider computational applications such as MATLAB. This book stands apart from the rest as it covers complex analytical issues and complex financial instruments in a way that is accessible to those without a background in probability theory and finance, as well as providing detailed mathematical explanations with MATLAB code for a variety of topics and real world case examples. Contents: Chapter 1 Introduction Overview of MatLab Using various MatLab `s toolboxes Mathematics with MatLab Statistics with MatLab Programming in MatLab Part 1 Chapter 2 Probability Theory Set and sample space Sigma algebra, probability measure and probability space Discrete and continuous random variables Measurable mapping Joint, conditional and marginal distributions Expected values and moment of a distribution Appendix 1: Bernoulli law of large numbers Appendix 2: Conditional expectations Appendix 3: Hilbert spaces. Chapter 3 Stochastic Processes Martingales processes Stopping times The optional stopping theorem Local martingales and semi-martingales Brownian motions Brownian motions and reflection principle Martingales separation theorem of Brownian motions Appendix 1: Working with Brownian motions. Chapter 4 Ito Calculus and Ito Integral Quadratic variation of Brownian motions The construction of Ito integral with elementary process The general Ito integral Construction of the Ito integral with respect to semi-martingales integrators Quadratic variation and general bounded martingales Ito lemma and Ito formula Appendix 1: Ito Integral and Riemann-Stieljes integral Part 2 Chapter 5 The Black and Scholes Economy and Black and Scholes Formula The fundamental theorem of asset pricing Martingales measures The Girsanov Theorem The Randon-Nikodym The Black and Scholes Model The Black and Scholes formula The Black and Scholes in practice The Feyman-Kac formula Appendix 1: The Kolmogorov Backword equation Appendix 2: Change of numeraire Chapter 6 Monte Carlo Methods for Options Pricing Basic concepts and pricing European style

Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

: Choudhry Moorad
: Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
ISBN: 1576601641 ISBN-13(EAN): 9781576601648
: Wiley
: 6970 .
  : .

Fixed Income Securities: Tools for Today`s Markets, 2nd Edition (University Edition)

: Bruce Tuckman
: Fixed Income Securities: Tools for Today`s Markets, 2nd Edition (University Edition)
ISBN: 0471063223 ISBN-13(EAN): 9780471063223
: Wiley
:
: 5486 .
  : .

: "Fixed Income Securities" includes a series of end-of-chapter questions for students. This book explains the subtleties of fixed income mathematics. It discusses multi-factor interest rate models and offers four original case studies. It also covers the latest fixed income securities valuation models and techniques, and their application in real world situations.

Fixed Income Securities: Tools for Today`s Markets, 2nd Edition

: Bruce Tuckman
: Fixed Income Securities: Tools for Today`s Markets, 2nd Edition
ISBN: 0471063177 ISBN-13(EAN): 9780471063179
: Wiley
:
: 6064 .
  : .

: This fully updated and revised university edition of "Fixed Income Securities" provides advanced thinking in this field and comprehensively shows how to value the complete universe of fixed income securities.

Modeling Fixed Income Securities and Interest Rate Options

: Jarrow, Robert A.
: Modeling Fixed Income Securities and Interest Rate Options
ISBN: 0804744386 ISBN-13(EAN): 9780804744386
: Eurospan
:
: 8590 .
  : .

: This book teaches the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," Jarrow is more concerned with presenting a coherent framework for understanding all basic models.


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