The Resource Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource)
Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource)
Resource Information
The item Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Massey University Library, University of New Zealand.This item is available to borrow from 1 library branch.
Resource Information
The item Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Massey University Library, University of New Zealand.
This item is available to borrow from 1 library branch.
 Summary
 Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of highpowered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark BrittenJones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation
 Language
 eng
 Extent
 1 online resource (xiii, 164 pages)
 Contents

 Preface; Acknowledgements; Fixed cash flows
 Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows
 Forward rates, Tbill futures, and quasiarbitrage; The eurodollar market and simple interest rate swaps; General ratesensitive cash flows
 Noarbitrage and riskneutral pricing; State prices, forward induction, and treefitting; The BlackDermanToy Model; Convexity; Callable and convertible bonds; Credit risk; Continuoustime finance; Index
 Isbn
 9780080506548
 Label
 Fixed income and interest rate derivative analysis
 Title
 Fixed income and interest rate derivative analysis
 Statement of responsibility
 Mark BrittenJones
 Language
 eng
 Summary
 Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of highpowered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark BrittenJones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation
 http://library.link/vocab/creatorDate
 1963
 http://library.link/vocab/creatorName
 BrittenJones, Mark
 Dewey number
 332.632044
 Illustrations
 illustrations
 Index
 index present
 Literary form
 non fiction
 Nature of contents

 dictionaries
 bibliography
 http://library.link/vocab/subjectName

 Fixedincome securities
 Derivative securities
 Cash flow
 Interest rate swaps
 Label
 Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource)
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Color
 multicolored
 Contents
 Preface; Acknowledgements; Fixed cash flows  Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows  Forward rates, Tbill futures, and quasiarbitrage; The eurodollar market and simple interest rate swaps; General ratesensitive cash flows  Noarbitrage and riskneutral pricing; State prices, forward induction, and treefitting; The BlackDermanToy Model; Convexity; Callable and convertible bonds; Credit risk; Continuoustime finance; Index
 Control code
 ocn213298448
 Dimensions
 unknown
 Extent
 1 online resource (xiii, 164 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9780080506548
 Level of compression
 unknown
 Note
 eBooks on EBSCOhost
 Other physical details
 illustrations
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)213298448
 Label
 Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource)
 Antecedent source
 unknown
 Bibliography note
 Includes bibliographical references and index
 Color
 multicolored
 Contents
 Preface; Acknowledgements; Fixed cash flows  Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows  Forward rates, Tbill futures, and quasiarbitrage; The eurodollar market and simple interest rate swaps; General ratesensitive cash flows  Noarbitrage and riskneutral pricing; State prices, forward induction, and treefitting; The BlackDermanToy Model; Convexity; Callable and convertible bonds; Credit risk; Continuoustime finance; Index
 Control code
 ocn213298448
 Dimensions
 unknown
 Extent
 1 online resource (xiii, 164 pages)
 File format
 unknown
 Form of item
 online
 Isbn
 9780080506548
 Level of compression
 unknown
 Note
 eBooks on EBSCOhost
 Other physical details
 illustrations
 Quality assurance targets
 not applicable
 Reformatting quality
 unknown
 Sound
 unknown sound
 Specific material designation
 remote
 System control number
 (OCoLC)213298448
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.massey.ac.nz/portal/Fixedincomeandinterestratederivative/a6r8mFmrFBk/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.massey.ac.nz/portal/Fixedincomeandinterestratederivative/a6r8mFmrFBk/">Fixed income and interest rate derivative analysis, Mark BrittenJones, (electronic resource)</a></span>  <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.massey.ac.nz/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.massey.ac.nz/">Massey University Library, University of New Zealand</a></span></span></span></span></div>