Fixed income securities : concepts and applications / Sunil Kumar Parameswaran.
2020
HG4650 .P37 2020
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Details
Title
Fixed income securities : concepts and applications / Sunil Kumar Parameswaran.
ISBN
1547400668
9781547400669 (electronic bk.)
9781547400683 (epub)
1547400684 (epub)
9781547400669 (electronic bk.)
9781547400683 (epub)
1547400684 (epub)
Published
Boston ; Berlin : De Gruyter, [2020]
Copyright
©2020
Language
English
Language Note
In English.
Description
1 online resource (xxv, 452 pages)
Other Standard Identifiers
10.1515/9781547400669 doi
Call Number
HG4650 .P37 2020
System Control No.
(OCoLC)1129201709
Summary
"Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance." -- Provided by the publisher.
Bibliography, etc. Note
Includes bibliographical references and index.
Formatted Contents Note
A Primer on the Time Value of Money
An Introduction to Bonds
Bonds: Advanced Concepts
Yield Curves and the Term Structure
Duration, Convexity, and Immunization
The Money Market
Floating Rate Bonds
Mortgage Loans
Mortgage-Backed Securities
A Primer on Derivatives
The Valuation of Interest Rate Options
Interest Rate Forwards and Futures
Bonds with Embedded Options
Interest Rate Swaps and Credit Default Swaps.
An Introduction to Bonds
Bonds: Advanced Concepts
Yield Curves and the Term Structure
Duration, Convexity, and Immunization
The Money Market
Floating Rate Bonds
Mortgage Loans
Mortgage-Backed Securities
A Primer on Derivatives
The Valuation of Interest Rate Options
Interest Rate Forwards and Futures
Bonds with Embedded Options
Interest Rate Swaps and Credit Default Swaps.
Digital File Characteristics
text file
PDF
Source of Description
Online resource; title from PDF title page (publisher's Web site, viewed 26. Nov 2019).
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