Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
* 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
SHORT-TERM MONEY MARKET INSTRUMENTS.
Background and Terminology.
Interest, Discount, Compounded Yield.
LONG-TERM SECURITIES, FUTURES, AND SWAPS.
Fixed- Interest Coupon Bonds.
Futures on Bonds and Notes.
An Introduction to Options.
Fixed-Income Options, Bonds with Optionlike Features.
Modeling the Yield Curve.
Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives (US $69.95)
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