Fixed income and interest rate derivative analysis /:
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 ea...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Oxford ; Boston :
Butterworth-Heinemann,
1998.
|
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext |
| Zusammenfassung: | 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. |
| Beschreibung: | 1 online resource (xiii, 164 pages) : illustrations |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9780750640121 075064012X 9780080506548 0080506542 |
Internformat
MARC
| LEADER | 00000cam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | ZDB-4-EBA-ocn213298448 | ||
| 003 | OCoLC | ||
| 005 | 20241004212047.0 | ||
| 006 | m o d | ||
| 007 | cr cnu---unuuu | ||
| 008 | 080310s1998 enka ob 001 0 eng d | ||
| 040 | |a OPELS |b eng |e pn |c OPELS |d OPELS |d N$T |d EBLCP |d IDEBK |d OCLCQ |d OPELS |d E7B |d OCLCQ |d UMI |d NLGGC |d OCLCO |d DEBSZ |d OCLCQ |d OCLCF |d YDXCP |d OCLCQ |d AGLDB |d OCLCQ |d VNS |d U3W |d VTS |d INT |d OCLCQ |d AUD |d LEAUB |d OCLCQ |d K6U |d TOH |d OCLCO |d OCLCQ |d OCLCO |d OCLCL |d OCLCQ |d SXB |d OCLCQ | ||
| 019 | |a 646827813 |a 824144671 |a 830377176 |a 1228516020 | ||
| 020 | |a 9780750640121 |q (electronic bk.) | ||
| 020 | |a 075064012X |q (electronic bk.) | ||
| 020 | |a 9780080506548 |q (electronic bk.) | ||
| 020 | |a 0080506542 |q (electronic bk.) | ||
| 024 | 8 | |a B9780750640121.X50018 | |
| 024 | 8 | |a 9780750640121 | |
| 035 | |a (OCoLC)213298448 |z (OCoLC)646827813 |z (OCoLC)824144671 |z (OCoLC)830377176 |z (OCoLC)1228516020 | ||
| 037 | |a CL0500000180 |b Safari Books Online | ||
| 050 | 4 | |a HG4650 |b .B75 1998eb | |
| 072 | 7 | |a BUS |x 036000 |2 bisacsh | |
| 082 | 7 | |a 332.632044 |2 22 | |
| 049 | |a MAIN | ||
| 100 | 1 | |a Britten-Jones, Mark, |d 1963- |1 https://id.oclc.org/worldcat/entity/E39PCjDBb8g3h4gxK36Y9WrC73 |0 http://id.loc.gov/authorities/names/no98079363 | |
| 245 | 1 | 0 | |a Fixed income and interest rate derivative analysis / |c Mark Britten-Jones. |
| 260 | |a Oxford ; |a Boston : |b Butterworth-Heinemann, |c 1998. | ||
| 300 | |a 1 online resource (xiii, 164 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 347 | |a text file | ||
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |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. | ||
| 505 | 0 | |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. | |
| 588 | 0 | |a Print version record. | |
| 542 | |f Copyright and#169: Elsevier Science and Technology |g 1998 | ||
| 650 | 0 | |a Fixed-income securities. |0 http://id.loc.gov/authorities/subjects/sh90004945 | |
| 650 | 0 | |a Derivative securities. |0 http://id.loc.gov/authorities/subjects/sh93005704 | |
| 650 | 0 | |a Cash flow. |0 http://id.loc.gov/authorities/subjects/sh85020584 | |
| 650 | 0 | |a Interest rate swaps. |0 http://id.loc.gov/authorities/subjects/sh94003211 | |
| 650 | 6 | |a Valeurs mobilières à revenus fixes. | |
| 650 | 6 | |a Instruments dérivés (Finances) | |
| 650 | 6 | |a Marge brute d'autofinancement. | |
| 650 | 6 | |a Échanges de taux d'intérêt. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Cash flow |2 fast | |
| 650 | 7 | |a Derivative securities |2 fast | |
| 650 | 7 | |a Fixed-income securities |2 fast | |
| 650 | 7 | |a Interest rate swaps |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Britten-Jones, Mark, 1963- |t Fixed income and interest rate derivative analysis. |d Oxford ; Boston : Butterworth-Heinemann, 1998 |z 9780750640121 |w (DLC) 99164256 |w (OCoLC)40429681 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297196 |3 Volltext |
| 856 | 4 | 0 | |l FWS01 |p ZDB-4-EBA |q FWS_PDA_EBA |u https://www.sciencedirect.com/science/book/9780750640121 |3 Volltext |
| 938 | |a ProQuest Ebook Central |b EBLB |n EBL452949 | ||
| 938 | |a ebrary |b EBRY |n ebr10329589 | ||
| 938 | |a EBSCOhost |b EBSC |n 297196 | ||
| 938 | |a YBP Library Services |b YANK |n 3101652 | ||
| 994 | |a 92 |b GEBAY | ||
| 912 | |a ZDB-4-EBA | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-4-EBA-ocn213298448 |
|---|---|
| _version_ | 1816881663377932288 |
| adam_text | |
| any_adam_object | |
| author | Britten-Jones, Mark, 1963- |
| author_GND | http://id.loc.gov/authorities/names/no98079363 |
| author_facet | Britten-Jones, Mark, 1963- |
| author_role | |
| author_sort | Britten-Jones, Mark, 1963- |
| author_variant | m b j mbj |
| building | Verbundindex |
| bvnumber | localFWS |
| callnumber-first | H - Social Science |
| callnumber-label | HG4650 |
| callnumber-raw | HG4650 .B75 1998eb |
| callnumber-search | HG4650 .B75 1998eb |
| callnumber-sort | HG 44650 B75 41998EB |
| callnumber-subject | HG - Finance |
| collection | ZDB-4-EBA |
| contents | 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. |
| ctrlnum | (OCoLC)213298448 |
| 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 |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>05142cam a2200673 a 4500</leader><controlfield tag="001">ZDB-4-EBA-ocn213298448</controlfield><controlfield tag="003">OCoLC</controlfield><controlfield tag="005">20241004212047.0</controlfield><controlfield tag="006">m o d </controlfield><controlfield tag="007">cr cnu---unuuu</controlfield><controlfield tag="008">080310s1998 enka ob 001 0 eng d</controlfield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">OPELS</subfield><subfield code="b">eng</subfield><subfield code="e">pn</subfield><subfield code="c">OPELS</subfield><subfield code="d">OPELS</subfield><subfield code="d">N$T</subfield><subfield code="d">EBLCP</subfield><subfield code="d">IDEBK</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OPELS</subfield><subfield code="d">E7B</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">UMI</subfield><subfield code="d">NLGGC</subfield><subfield code="d">OCLCO</subfield><subfield code="d">DEBSZ</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCF</subfield><subfield code="d">YDXCP</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AGLDB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">VNS</subfield><subfield code="d">U3W</subfield><subfield code="d">VTS</subfield><subfield code="d">INT</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">AUD</subfield><subfield code="d">LEAUB</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">K6U</subfield><subfield code="d">TOH</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">OCLCO</subfield><subfield code="d">OCLCL</subfield><subfield code="d">OCLCQ</subfield><subfield code="d">SXB</subfield><subfield code="d">OCLCQ</subfield></datafield><datafield tag="019" ind1=" " ind2=" "><subfield code="a">646827813</subfield><subfield code="a">824144671</subfield><subfield code="a">830377176</subfield><subfield code="a">1228516020</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780750640121</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">075064012X</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780080506548</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0080506542</subfield><subfield code="q">(electronic bk.)</subfield></datafield><datafield tag="024" ind1="8" ind2=" "><subfield code="a">B9780750640121.X50018</subfield></datafield><datafield tag="024" ind1="8" ind2=" "><subfield code="a">9780750640121</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)213298448</subfield><subfield code="z">(OCoLC)646827813</subfield><subfield code="z">(OCoLC)824144671</subfield><subfield code="z">(OCoLC)830377176</subfield><subfield code="z">(OCoLC)1228516020</subfield></datafield><datafield tag="037" ind1=" " ind2=" "><subfield code="a">CL0500000180</subfield><subfield code="b">Safari Books Online</subfield></datafield><datafield tag="050" ind1=" " ind2="4"><subfield code="a">HG4650</subfield><subfield code="b">.B75 1998eb</subfield></datafield><datafield tag="072" ind1=" " ind2="7"><subfield code="a">BUS</subfield><subfield code="x">036000</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="082" ind1="7" ind2=" "><subfield code="a">332.632044</subfield><subfield code="2">22</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">MAIN</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Britten-Jones, Mark,</subfield><subfield code="d">1963-</subfield><subfield code="1">https://id.oclc.org/worldcat/entity/E39PCjDBb8g3h4gxK36Y9WrC73</subfield><subfield code="0">http://id.loc.gov/authorities/names/no98079363</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Fixed income and interest rate derivative analysis /</subfield><subfield code="c">Mark Britten-Jones.</subfield></datafield><datafield tag="260" ind1=" " ind2=" "><subfield code="a">Oxford ;</subfield><subfield code="a">Boston :</subfield><subfield code="b">Butterworth-Heinemann,</subfield><subfield code="c">1998.</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 online resource (xiii, 164 pages) :</subfield><subfield code="b">illustrations</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">computer</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">online resource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="347" ind1=" " ind2=" "><subfield code="a">text file</subfield></datafield><datafield tag="504" ind1=" " ind2=" "><subfield code="a">Includes bibliographical references and index.</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="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.</subfield></datafield><datafield tag="505" ind1="0" ind2=" "><subfield code="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.</subfield></datafield><datafield tag="588" ind1="0" ind2=" "><subfield code="a">Print version record.</subfield></datafield><datafield tag="542" ind1=" " ind2=" "><subfield code="f">Copyright and#169: Elsevier Science and Technology</subfield><subfield code="g">1998</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Fixed-income securities.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh90004945</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Derivative securities.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh93005704</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Cash flow.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh85020584</subfield></datafield><datafield tag="650" ind1=" " ind2="0"><subfield code="a">Interest rate swaps.</subfield><subfield code="0">http://id.loc.gov/authorities/subjects/sh94003211</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Valeurs mobilières à revenus fixes.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Instruments dérivés (Finances)</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Marge brute d'autofinancement.</subfield></datafield><datafield tag="650" ind1=" " ind2="6"><subfield code="a">Échanges de taux d'intérêt.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS</subfield><subfield code="x">Investments & Securities</subfield><subfield code="x">General.</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Cash flow</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Derivative securities</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Fixed-income securities</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Interest rate swaps</subfield><subfield code="2">fast</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Print version:</subfield><subfield code="a">Britten-Jones, Mark, 1963-</subfield><subfield code="t">Fixed income and interest rate derivative analysis.</subfield><subfield code="d">Oxford ; Boston : Butterworth-Heinemann, 1998</subfield><subfield code="z">9780750640121</subfield><subfield code="w">(DLC) 99164256</subfield><subfield code="w">(OCoLC)40429681</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297196</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="l">FWS01</subfield><subfield code="p">ZDB-4-EBA</subfield><subfield code="q">FWS_PDA_EBA</subfield><subfield code="u">https://www.sciencedirect.com/science/book/9780750640121</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ProQuest Ebook Central</subfield><subfield code="b">EBLB</subfield><subfield code="n">EBL452949</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">ebrary</subfield><subfield code="b">EBRY</subfield><subfield code="n">ebr10329589</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">EBSCOhost</subfield><subfield code="b">EBSC</subfield><subfield code="n">297196</subfield></datafield><datafield tag="938" ind1=" " ind2=" "><subfield code="a">YBP Library Services</subfield><subfield code="b">YANK</subfield><subfield code="n">3101652</subfield></datafield><datafield tag="994" ind1=" " ind2=" "><subfield code="a">92</subfield><subfield code="b">GEBAY</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-4-EBA</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-863</subfield></datafield></record></collection> |
| id | ZDB-4-EBA-ocn213298448 |
| illustrated | Illustrated |
| indexdate | 2024-11-27T13:16:18Z |
| institution | BVB |
| isbn | 9780750640121 075064012X 9780080506548 0080506542 |
| language | English |
| oclc_num | 213298448 |
| open_access_boolean | |
| owner | MAIN DE-863 DE-BY-FWS |
| owner_facet | MAIN DE-863 DE-BY-FWS |
| physical | 1 online resource (xiii, 164 pages) : illustrations |
| psigel | ZDB-4-EBA |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Butterworth-Heinemann, |
| record_format | marc |
| spelling | Britten-Jones, Mark, 1963- https://id.oclc.org/worldcat/entity/E39PCjDBb8g3h4gxK36Y9WrC73 http://id.loc.gov/authorities/names/no98079363 Fixed income and interest rate derivative analysis / Mark Britten-Jones. Oxford ; Boston : Butterworth-Heinemann, 1998. 1 online resource (xiii, 164 pages) : illustrations text txt rdacontent computer c rdamedia online resource cr rdacarrier text file 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. Print version record. Copyright and#169: Elsevier Science and Technology 1998 Fixed-income securities. http://id.loc.gov/authorities/subjects/sh90004945 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Cash flow. http://id.loc.gov/authorities/subjects/sh85020584 Interest rate swaps. http://id.loc.gov/authorities/subjects/sh94003211 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 Print version: Britten-Jones, Mark, 1963- Fixed income and interest rate derivative analysis. Oxford ; Boston : Butterworth-Heinemann, 1998 9780750640121 (DLC) 99164256 (OCoLC)40429681 FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297196 Volltext FWS01 ZDB-4-EBA FWS_PDA_EBA https://www.sciencedirect.com/science/book/9780750640121 Volltext |
| spellingShingle | Britten-Jones, Mark, 1963- Fixed income and interest rate derivative analysis / 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. http://id.loc.gov/authorities/subjects/sh90004945 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Cash flow. http://id.loc.gov/authorities/subjects/sh85020584 Interest rate swaps. http://id.loc.gov/authorities/subjects/sh94003211 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 |
| subject_GND | http://id.loc.gov/authorities/subjects/sh90004945 http://id.loc.gov/authorities/subjects/sh93005704 http://id.loc.gov/authorities/subjects/sh85020584 http://id.loc.gov/authorities/subjects/sh94003211 |
| 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. http://id.loc.gov/authorities/subjects/sh90004945 Derivative securities. http://id.loc.gov/authorities/subjects/sh93005704 Cash flow. http://id.loc.gov/authorities/subjects/sh85020584 Interest rate swaps. http://id.loc.gov/authorities/subjects/sh94003211 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 |
| 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 |
| url | https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297196 https://www.sciencedirect.com/science/book/9780750640121 |
| work_keys_str_mv | AT brittenjonesmark fixedincomeandinterestratederivativeanalysis |