附註:"Portions of the text have been adapted from material that appeared in Moorad Choudhry's Bond market securities (FT Prentice Hall, 2001)"--Title page verso.
Includes bibliographical references (pages 333-343) and index.
Copyright; Contents; Foreword; Preface; 1. The Bond Instrument; 2. Bond Instruments and Interest Rate Risk; 3. Bond Pricing and Spot and Forward Rates; 4. Interest Rate Modeling; 5. Fitting the Yield Curve; 6. Forwards and Futures Valuation; 7. Swaps; 8. Options; 9. Measuring Option Risk; 10. Credit Derivatives; 11. The Analysis of Bonds with Embedded Options; 12. Inflation-Indexed Bonds; 13. Hybrid Securities; 14. Securitization and Mortgage-Backed Securities; 15. Collateralized Debt Obligations; 16. The Yield Curve, Bond Yield, and Spot Rates; 17. Approaches to Trading.
Appendix: The Black-Scholes Model in Microsoft ExcelReferences; Index.
摘要:In Fixed-Income Securities and Derivatives Handbook, respected practitioner Moorad Choudhry provides a concise and accessible overview of the main elements of the markets, the techniques used, and their applications. The book covers a wide range of market instruments--both simple and complex products--and the mathematics behind them. Choudhry's unique focus on the international nature of these instruments makes the techniques and applications appropriate to every debt capital market.
