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...
Guardat en:
| Autor principal: | |
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| Format: | Llibre |
| Idioma: | English |
| Publicat: |
Cincinnati, Ohio :
South-Western College,
1997
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| Matèries: | |
| Etiquetes: |
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| Thư viện lưu trữ: | Mạng thư viện Đại học Đà Nẵng |
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| Sumari: | 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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| Descripció física: | xv, 624 p. : ill.; 24cm |
| ISBN: | 0538840056 |