Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
- ISBN-10
- 0471246530
- ISBN-13
- 9780471246534
- Category
- Business & Economics
- Pages
- 368
- Language
- English
- Published
- 1999-07-22
- Publisher
- John Wiley & Sons
- Author
- Giorgio S. Questa
Description
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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