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Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives

 
 
 
 
Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
Author: Giorgio S. Questa
ISBN 13: 9780471246534
ISBN 10: 471246530
Edition: 1
Publisher: Wiley
Publication Date: 1999-07-15
Format: Hardcover
Pages: 351
List Price: $69.95
 
 

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