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Item Details
| Title:
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FIXED-INCOME ANALYSIS FOR THE GLOBAL FINANCIAL MARKET
MONEY MARKET, FOREIGN EXCHANGE, SECURITIES, AND DERIVATIVES |
| By: |
Giorgio S. Questa |
| Format: |
Hardback |
| List price:
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£55.00 |
| Our price: |
£49.50 |
| Discount: |
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| You save:
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£5.50 |
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| ISBN 10: |
0471246530 |
| ISBN 13: |
9780471246534 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
JOHN WILEY AND SONS LTD |
| Pub. date: |
29 July, 1999 |
| Series: |
Frontiers in Finance Series |
| Pages: |
352 |
| 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. |
| Synopsis: |
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 |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
John Wiley & Sons Inc |
| Returns: |
Returnable |
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