Fixed income markets: management, trading and hedging
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Singapore
Wiley
[2014]
|
| Ausgabe: | Second edition |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | TUM01 Volltext |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (xix, 684 Seiten) |
| ISBN: | 1118171748 1118171756 1118638336 9781118171745 9781118171752 9781118638330 |
Internformat
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| 100 | 1 | |a Choudhry, Moorad |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Fixed income markets |b management, trading and hedging |c Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu |
| 250 | |a Second edition | ||
| 264 | 1 | |a Singapore |b Wiley |c [2014] | |
| 264 | 4 | |c © 2014 | |
| 300 | |a 1 Online-Ressource (xix, 684 Seiten) | ||
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| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes bibliographical references and index | ||
| 505 | 8 | |a Includes index. - Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities |2 bisacsh | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Fixed-income securities | |
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| 700 | 1 | |a Moskovic, David |e Verfasser |4 aut | |
| 700 | 1 | |a Wong, Max |e Verfasser |4 aut | |
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Datensatz im Suchindex
| _version_ | 1804174954002907136 |
|---|---|
| any_adam_object | |
| author | Choudhry, Moorad Moskovic, David Wong, Max |
| author_facet | Choudhry, Moorad Moskovic, David Wong, Max |
| author_role | aut aut aut |
| author_sort | Choudhry, Moorad |
| author_variant | m c mc d m dm m w mw |
| building | Verbundindex |
| bvnumber | BV042739402 |
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| collection | ZDB-4-NLEBK |
| contents | Includes index. - Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. |
| ctrlnum | (OCoLC)935274859 (DE-599)BVBBV042739402 |
| dewey-full | 332.63/2044 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.63/2044 |
| dewey-search | 332.63/2044 |
| dewey-sort | 3332.63 42044 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | Second edition |
| format | Electronic eBook |
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| id | DE-604.BV042739402 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:08:35Z |
| institution | BVB |
| isbn | 1118171748 1118171756 1118638336 9781118171745 9781118171752 9781118638330 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028170277 |
| oclc_num | 935274859 |
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| owner_facet | DE-91 DE-BY-TUM |
| physical | 1 Online-Ressource (xix, 684 Seiten) |
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| publishDate | 2014 |
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| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Choudhry, Moorad Verfasser aut Fixed income markets management, trading and hedging Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu Second edition Singapore Wiley [2014] © 2014 1 Online-Ressource (xix, 684 Seiten) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index Includes index. - Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. BUSINESS & ECONOMICS / Investments & Securities bisacsh Fixed-income securities fast Wirtschaft Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Wertpapiermarkt (DE-588)4189708-0 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 s Wertpapiermarkt (DE-588)4189708-0 s 1\p DE-604 Moskovic, David Verfasser aut Wong, Max Verfasser aut Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-17172-1 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=806409 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Choudhry, Moorad Moskovic, David Wong, Max Fixed income markets management, trading and hedging Includes index. - Machine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. BUSINESS & ECONOMICS / Investments & Securities bisacsh Fixed-income securities fast Wirtschaft Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Wertpapiermarkt (DE-588)4189708-0 gnd |
| subject_GND | (DE-588)4121262-9 (DE-588)4189708-0 |
| title | Fixed income markets management, trading and hedging |
| title_auth | Fixed income markets management, trading and hedging |
| title_exact_search | Fixed income markets management, trading and hedging |
| title_full | Fixed income markets management, trading and hedging Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu |
| title_fullStr | Fixed income markets management, trading and hedging Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu |
| title_full_unstemmed | Fixed income markets management, trading and hedging Moorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu |
| title_short | Fixed income markets |
| title_sort | fixed income markets management trading and hedging |
| title_sub | management, trading and hedging |
| topic | BUSINESS & ECONOMICS / Investments & Securities bisacsh Fixed-income securities fast Wirtschaft Fixed-income securities Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Wertpapiermarkt (DE-588)4189708-0 gnd |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities Fixed-income securities Wirtschaft Festverzinsliches Wertpapier Wertpapiermarkt |
| url | http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=806409 |
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