Coverart for item
The Resource Fixed income and interest rate derivative analysis, Mark Britten-Jones, (electronic resource)

Fixed income and interest rate derivative analysis, Mark Britten-Jones, (electronic resource)

Label
Fixed income and interest rate derivative analysis
Title
Fixed income and interest rate derivative analysis
Statement of responsibility
Mark Britten-Jones
Creator
Subject
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 high-powered 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 Britten-Jones, 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
Britten-Jones, Mark
Dewey number
332.632044
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/subjectName
  • Fixed-income securities
  • Derivative securities
  • Cash flow
  • Interest rate swaps
Label
Fixed income and interest rate derivative analysis, Mark Britten-Jones, (electronic resource)
Instantiates
Publication
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, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time 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 Britten-Jones, (electronic resource)
Publication
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, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time 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

Library Locations

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