Автор: Tuckman Bruce Название: Fixed Income Securities, 3ed. ISBN: 0470891696 ISBN-13(EAN): 9780470891698 Издательство: Wiley Рейтинг: Цена: 11880.00 р. Наличие на складе: Поставка под заказ.
Описание: Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, and their applications in real world situations. The third edition will also include two new chapters dedicated to foreign exchange markets and corporate bonds and credit-default swaps.
Автор: Robert Zipf Название: Fixed Income Mathematics, ISBN: 0127817212 ISBN-13(EAN): 9780127817217 Издательство: Elsevier Science Рейтинг: Цена: 10309.00 р. Наличие на складе: Поставка под заказ.
Описание: An introduction to common fixed income instruments and mathematics, this book offers explanations, exercises, and examples without demanding sophisticated mathematics. It highlights the fundamentals of investment and management decision-making, and offers questions and exercises that suggest the applicability of fixed income mathematics.
Описание: "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.
Автор: Parameswaran Sunil Kumar Название: Fixed Income Securities ISBN: 1547416734 ISBN-13(EAN): 9781547416738 Издательство: Walter de Gruyter Рейтинг: Цена: 12829.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Fixed Income Securities 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.
Автор: Munk, Claus Название: Fixed income modelling ISBN: 0199575088 ISBN-13(EAN): 9780199575084 Издательство: Oxford Academ Рейтинг: Цена: 17820.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: A large number of securities related to various interest rates are traded in financial markets. Traders and analysts in the financial industry apply models based on economics, mathematics and probability theory to compute reasonable prices and risk measures for these securities. This book offers a unified presentation of such models and securities.
Автор: Nakisa, Ramin Charles Название: Financial bestiary ISBN: 0956663508 ISBN-13(EAN): 9780956663504 Издательство: Неизвестно Рейтинг: Цена: 7242.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Mukherjee, Kedar Nath Название: Demystifying Fixed Income Analytics ISBN: 0367514796 ISBN-13(EAN): 9780367514792 Издательство: Taylor&Francis Рейтинг: Цена: 6430.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses important conceptual and analytical aspects of fixed income securities in emerging economies. It examines fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate and credit derivatives; and trading strategies and risk management.
Автор: Mukherjee, Kedar Nath Название: Demystifying Fixed Income Analytics ISBN: 1138358819 ISBN-13(EAN): 9781138358812 Издательство: Taylor&Francis Рейтинг: Цена: 22202.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book discusses important conceptual and analytical aspects of fixed income securities in emerging economies. It examines fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate and credit derivatives; and trading strategies and risk management.
Описание: This book analyses and discusses bonds and bond portfolios. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. The impact of different yield scenarios on a model bond portfolio is illustrated.
Автор: David Jamieson Bolder Название: Fixed-Income Portfolio Analytics ISBN: 3319365444 ISBN-13(EAN): 9783319365442 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book offers a detailed, robust, and consistent framework for the joint consideration of portfolio exposure, risk, and performance across a wide range of underlying fixed-income instruments and risk factors. This will be of keen interest to risk managers, analysts and asset managers responsible for fixed-income portfolios.
Автор: Bolder, David Jamieson Название: Fixed-income portfolio analytics ISBN: 3319126660 ISBN-13(EAN): 9783319126661 Издательство: Springer Рейтинг: Цена: 11179.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Fixed-Income Portfolio Analytics
Название: Fixed Income Analysis Workbook ISBN: 1119627443 ISBN-13(EAN): 9781119627449 Издательство: Wiley Рейтинг: Цена: 5994.00 р. Наличие на складе: Поставка под заказ.
Описание:
THE THOROUGHLY REVISED AND UPDATED FOURTH EDITION OF THE COMPANION WORKBOOK TO FIXED INCOME ANALYSIS
Now in its fourth edition, the Fixed Income Analysis Workbook offers a range of practical information and exercises that will enhance your understanding of the tools, strategies, and techniques associated with fixed-income portfolio management. Written by a team of knowledgeable contributors, this hands-on resource helps busy professionals and those new to the discipline apply the concepts and methodologies that are essential for mastery.
The Workbook is an accessible guide for understanding the metrics, methods, and mechanics as applied in the competitive world of fixed-income analysis. It also provides a stress-free way to practice the tools and techniques described in the companion text. The Fixed Income Analysis Workbook includes information and exercises to help you:
Work real-world problems associated with fixed-income risk and return
Review the fundamentals of asset-backed securities
Comprehend the principles of credit analysis
Understand the arbitrage-free valuation framework
Practice important methods and techniques before applying them in actual situations
The fourth edition provides updated coverage of fixed income portfolio management including detailed applications of liability-driven and index-based strategies, exposure to the major types of yield curve strategies, and practical approaches to implementing active credit strategies.
For anyone who wants a more solid understanding of fixed-income portfolio management, the Fixed Income Analysis Workbook is a comprehensive and practical resource.
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