Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation

Fixed-Income Securities and Derivatives Handbook: Analysis and Valuation
定價:3198
NT $ 3,198
  • 作者:ChoudhryMoorad
  • 出版社:Baker & Taylor Books
  • 出版日期:2005-04-13
  • 語言:英文
  • ISBN10:1576601641
  • ISBN13:9781576601648
  • 裝訂:精裝 / 15.2 x 23.5 x 3.2 cm / 普通級
 

內容簡介

Based on his experience as a London-based Treasury trader and academic, Choudhry introduces the concepts and products of the fixed-income market (also known as bond market securities), the mathematical techniques used to analyze them, and their applications. International case studies help illustrate ways of evaluating these securities, e.g., interest-rate modeling, curve- fitting techniques, and index-linked bond analytics. He includes details on spreadsheet formulas required for building the featured Black-Scholes model in Microsoft Excel, and references. Annotation ©2004 Book News, Inc., Portland, OR (booknews.com)
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