Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives write by R. Venkata Subramani. This book was released on 2011-07-20. Accounting for Investments, Fixed Income Securities and Interest Rate Derivatives available in PDF, EPUB and Kindle. The financial crisis that started in mid-2007 resulted in the accounting standard setters and market regulators across the globe to come up with several proposals to modify the accounting standards. This book covers the revised standards that are already pronounced and covers the proposals that are currently being reviewed.
Fixed-Income Securities and Derivatives Handbook
Fixed-Income Securities and Derivatives Handbook - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed-Income Securities and Derivatives Handbook write by Moorad Choudhry. This book was released on 2010-05-18. Fixed-Income Securities and Derivatives Handbook available in PDF, EPUB and Kindle. The definitive guide to fixed-come securities-revised to reflect today's dynamic financial environment The Second Edition of the Fixed-Income Securities and Derivatives Handbook offers a completely updated and revised look at an important area of today's financial world. In addition to providing an accessible description of the main elements of the debt market, concentrating on the instruments used and their applications, this edition takes into account the effect of the recent financial crisis on fixed income securities and derivatives. As timely as it is timeless, the Second Edition of the Fixed-Income Securities and Derivatives Handbook includes a wealth of new material on such topics as covered and convertible bonds, swaps, synthetic securitization, and bond portfolio management, as well as discussions regarding new regulatory twists and the evolving derivatives market. Offers a more detailed look at the basic principles of securitization and an updated chapter on collateralized debt obligations Covers bond mathematics, pricing and yield analytics, and term structure models Includes a new chapter on credit analysis and the different metrics used to measure bond-relative value Contains illustrative case studies and real-world examples of the topics touched upon throughout the book Written in a straightforward and accessible style, Moorad Choudhry's new book offers the ideal mix of practical tips and academic theory within this important field.
Modeling Fixed-Income Securities and Interest Rate Options
Modeling Fixed-Income Securities and Interest Rate Options - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modeling Fixed-Income Securities and Interest Rate Options write by Robert A. Jarrow. This book was released on 2002. Modeling Fixed-Income Securities and Interest Rate Options available in PDF, EPUB and Kindle. This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.
Fixed Income Securities
Fixed Income Securities - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Fixed Income Securities write by Bruce Tuckman. This book was released on 2011-11-08. Fixed Income Securities available in PDF, EPUB and Kindle. Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates. [FOR THE UNIVERSITY EDITION] This university edition includes problems which students can use to test and enhance their understanding of the text.
Modeling Fixed Income Securities and Interest Rate Options
Modeling Fixed Income Securities and Interest Rate Options - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Modeling Fixed Income Securities and Interest Rate Options write by Robert Jarrow. This book was released on 2019-09-17. Modeling Fixed Income Securities and Interest Rate Options available in PDF, EPUB and Kindle. Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models. The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities. Highlights of the Third Edition Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts .
