Fixed income markets and their derivatives /
An overview of Fixed-Income securities. Organization and conduct of debt markets. Treasury auctions and selling mechanisms. Bond mathematics. Yield-curve and term-structure analysis. No-arbitrage principle and the term structure. Options markets. Agency and corporate debt securities...
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| Autor Principal: | |
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| Formato: | Libro |
| Idioma: | English |
| Publicado: |
Cincinnati, Ohio :
South-Western College,
1997
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| Những chủ đề: | |
| Các nhãn: |
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| Tóm tắt: | An overview of Fixed-Income securities. Organization and conduct of debt markets. Treasury auctions and selling mechanisms. Bond mathematics. Yield-curve and term-structure analysis. No-arbitrage principle and the term structure. Options markets. Agency and corporate debt securities... |
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| Descrición Física: | xv, 624 p. : ill.; 24cm |
| ISBN: | 0538840056 |