Fixed income and interest rate derivative analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford
Butterworth-Heinemann
1998
|
| Schlagworte: | |
| Online-Zugang: | FAW01 FAW02 Volltext |
| Beschreibung: | Includes bibliographical references and index Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation Preface; Acknowledgements; Fixed cash flows -- Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows -- Forward rates, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time finance; Index |
| Beschreibung: | 1 Online-Ressource (xiii, 164 pages) |
| ISBN: | 0080506542 075064012X 9780080506548 9780750640121 |
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| 500 | |a Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation | ||
| 500 | |a Preface; Acknowledgements; Fixed cash flows -- Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows -- Forward rates, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time finance; Index | ||
| 650 | 4 | |a Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps | |
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| 650 | 7 | |a Interest rate swaps |2 fast | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Fixed-income securities | |
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Cash flow | |
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Datensatz im Suchindex
| _version_ | 1804175409580867585 |
|---|---|
| any_adam_object | |
| author | Britten-Jones, Mark |
| author_facet | Britten-Jones, Mark |
| author_role | aut |
| author_sort | Britten-Jones, Mark |
| author_variant | m b j mbj |
| building | Verbundindex |
| bvnumber | BV043044121 |
| collection | ZDB-4-EBA |
| ctrlnum | (OCoLC)213298448 (DE-599)BVBBV043044121 |
| dewey-full | 332.632044 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.632044 |
| dewey-search | 332.632044 |
| dewey-sort | 3332.632044 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043044121 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:15:50Z |
| institution | BVB |
| isbn | 0080506542 075064012X 9780080506548 9780750640121 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028468658 |
| oclc_num | 213298448 |
| open_access_boolean | |
| owner | DE-1046 DE-1047 |
| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xiii, 164 pages) |
| psigel | ZDB-4-EBA ZDB-4-EBA FAW_PDA_EBA |
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| spelling | Britten-Jones, Mark Verfasser aut Fixed income and interest rate derivative analysis Mark Britten-Jones Oxford Butterworth-Heinemann 1998 1 Online-Ressource (xiii, 164 pages) txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation Preface; Acknowledgements; Fixed cash flows -- Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows -- Forward rates, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time finance; Index Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps Valeurs mobilières à revenus fixes Instruments dérivés (Finances) Marge brute d'autofinancement Échanges de taux d'intérêt BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Cash flow fast Derivative securities fast Fixed-income securities fast Interest rate swaps fast Wirtschaft Fixed-income securities Derivative securities Cash flow Interest rate swaps Wertpapieranalyse (DE-588)4124458-8 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Wertpapieranalyse (DE-588)4124458-8 s Festverzinsliches Wertpapier (DE-588)4121262-9 s 1\p DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=297196 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Britten-Jones, Mark Fixed income and interest rate derivative analysis Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps Valeurs mobilières à revenus fixes Instruments dérivés (Finances) Marge brute d'autofinancement Échanges de taux d'intérêt BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Cash flow fast Derivative securities fast Fixed-income securities fast Interest rate swaps fast Wirtschaft Fixed-income securities Derivative securities Cash flow Interest rate swaps Wertpapieranalyse (DE-588)4124458-8 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| subject_GND | (DE-588)4124458-8 (DE-588)4121262-9 |
| title | Fixed income and interest rate derivative analysis |
| title_auth | Fixed income and interest rate derivative analysis |
| title_exact_search | Fixed income and interest rate derivative analysis |
| title_full | Fixed income and interest rate derivative analysis Mark Britten-Jones |
| title_fullStr | Fixed income and interest rate derivative analysis Mark Britten-Jones |
| title_full_unstemmed | Fixed income and interest rate derivative analysis Mark Britten-Jones |
| title_short | Fixed income and interest rate derivative analysis |
| title_sort | fixed income and interest rate derivative analysis |
| topic | Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps Valeurs mobilières à revenus fixes Instruments dérivés (Finances) Marge brute d'autofinancement Échanges de taux d'intérêt BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Cash flow fast Derivative securities fast Fixed-income securities fast Interest rate swaps fast Wirtschaft Fixed-income securities Derivative securities Cash flow Interest rate swaps Wertpapieranalyse (DE-588)4124458-8 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd |
| topic_facet | Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps Valeurs mobilières à revenus fixes Instruments dérivés (Finances) Marge brute d'autofinancement Échanges de taux d'intérêt BUSINESS & ECONOMICS / Investments & Securities / General Cash flow Derivative securities Fixed-income securities Interest rate swaps Wirtschaft Wertpapieranalyse Festverzinsliches Wertpapier |
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