Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
by Giorgio S. Questa
Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives You will find essential information on: * The global money market * Foreign exchange transaction and foreign exchange derivatives * Bonds and zero coupon bonds - including a risk ma
Book Details :
- Title: Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
- Author: Giorgio S. Questa
- Rating: 4.64 (897 Votes)
- Asin: 0471246530
- Format Type: Hardcover
- Number of Pages: 351 Pages
- Publish Date: 1999-07-15
- Genre:
This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on:
* The global money market
* Foreign exchange transaction and foreign exchange derivatives
* Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
* Interest rate swaps, currency swaps, and exchange-traded futures
* Stochastic models and option pricing
* Stochastic models of the yield curve
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