Fixed income markets and their derivatives. (2009)

• Record Type: Book
• Further Information: Note: Suresh Sundaresan.
• Other Names: Sundaresan, Suresh M
• Contents: Fixed Income Markets and Their Derivatives; Sundaresan; ; Chapter 1: Overview of Fixed Income Markets; Chapter 2: Price-Yield Conventions; Chapter 3: Federal Reserve (Central Bank) & Fixed Income Markets; Chapter 4: Organization and Transparency of Fixed Income Markets; Chapter 5: Financing Debt Securities Repurchase (Repo) Agreements; Chapter 6: Actions of Treasury Debt Securities; Chapter 7: Bond Mathematics-DV01, Duration and Convexity; Chapter 8: Yield Curve and the Term Structure; Chapter 9: Models of Yield Curve and the Term Structure; Chapter 10: Modeling Credit Risk and Corporate Debt Securities; Chapter 11: Mortgages, Federal Agencies & Agency Debt; Chapter 12: Mortgage-Backed Securities (MBS); Chapter 13: Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS); Chapter 14: Derivatives on Overnight Interest Rates; Chapter 15: Eurodollar Futures Contracts; Chapter 16: Interest-Rate Swaps; Chapter 17: Treasury Futures Contracts; Chapter 18: Credit Default Swaps Single Name, Portfolio and Indexes; Chapter 19: Structured Credit Products Collateralized Debt Obligations
• Edition: 3rd ed
• Publisher Details: Place of publication not identified : Academic Press
• Publication Date: 2009
• Extent: 1 online resource (456 pages)
• Subjects: 332.63/2044; Fixed-income securities
• Languages: English
• ISBNs: 9780080919331; 0080919332
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.