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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Auteur principal: Sundaresan, Suresh M.
Format: Livre
Langue:English
Publié: Cincinnati, Ohio : South-Western College, 1997
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