Research Catalog

Fixed-income securities and derivatives handbook : analysis and valuation

Title
Fixed-income securities and derivatives handbook : analysis and valuation / Moorad Choudhry.
Author
Choudhry, Moorad.
Publication
Princeton, NJ : Bloomberg Press, 2005.

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Details

Description
xvi, 355 pages : illustrations; 25 cm
Summary
"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. Covering a wide range of market instruments, the book will acquaint you with both simple and complex products and the mathematics behind them."--BOOK JACKET.
Subjects
Note
  • "Portions of the text have been adapted from material that appeared in Moorad Choudhry's Bond market securities (FT Prentice Hall, 2001)"--T.p. verso.
Bibliography (note)
  • Includes bibliographical references (p. 333-343) and index.
Contents
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 -- App. The Black-Scholes model in Microsoft Excel.
ISBN
1576601641 (alk. paper)
LCCN
2004066014
OCLC
  • ocm57283937
  • SCSB-8883442
Owning Institutions
Columbia University Libraries