Fixed Income Markets and Their Derivatives

ISBN-10: 032400446X
ISBN-13: 9780324004465
Category: Fixed-income securities
Pages: 717
Language: English
Published: 2002
Publisher: South-Western Pub
Author: Suresh M. Sundaresan

Description

Features topics include: -Analysis of Treasury Markets including the auction mechanisms covering discriminatory auctions and the Treasury's experiment with uniform price auction.-Description and analysis of when-issued markets, interdealer broker markets, auctions and the secondary markets.-Extensive coverage of bond mathematics with over 20 complete real-world examples, including the application of bond mathematics to tracing and portfolio management.