Fixed Income and Interest Rate Derivative Analysis
()
About this ebook
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.
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
Related to Fixed Income and Interest Rate Derivative Analysis
Related ebooks
Derivative Instruments: A Guide to Theory and Practice Rating: 5 out of 5 stars5/5An Introduction to the Mathematics of Financial Derivatives Rating: 5 out of 5 stars5/5Pricing and Hedging Interest and Credit Risk Sensitive Instruments Rating: 0 out of 5 stars0 ratingsThe Futures Bond Basis Rating: 0 out of 5 stars0 ratingsComputational Finance Using C and C#: Derivatives and Valuation Rating: 0 out of 5 stars0 ratingsGilt-Edged Market Rating: 0 out of 5 stars0 ratingsThe Management of Bond Investments and Trading of Debt Rating: 0 out of 5 stars0 ratingsMarket Risk Analysis, Quantitative Methods in Finance Rating: 5 out of 5 stars5/5Anticipating Correlations: A New Paradigm for Risk Management Rating: 0 out of 5 stars0 ratingsAn Introduction to Credit Derivatives Rating: 0 out of 5 stars0 ratingsFixed Income Markets and Their Derivatives Rating: 0 out of 5 stars0 ratingsYield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach Rating: 4 out of 5 stars4/5Advanced Fixed Income Analysis Rating: 5 out of 5 stars5/5Bonds Are Not Forever: The Crisis Facing Fixed Income Investors Rating: 0 out of 5 stars0 ratingsFinance: A Quantitative Introduction Rating: 5 out of 5 stars5/5Understanding Credit Derivatives and Related Instruments Rating: 5 out of 5 stars5/5Mathematical Techniques in Finance: Tools for Incomplete Markets - Second Edition Rating: 0 out of 5 stars0 ratingsFixed Income Mathematics Rating: 0 out of 5 stars0 ratingsInsider's Guide to Fixed Income Securities & Markets Rating: 5 out of 5 stars5/5Financial Mathematics Rating: 5 out of 5 stars5/5Multi-Asset Risk Modeling: Techniques for a Global Economy in an Electronic and Algorithmic Trading Era Rating: 5 out of 5 stars5/5Advanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications Rating: 0 out of 5 stars0 ratingsRisk Management, Speculation, and Derivative Securities Rating: 0 out of 5 stars0 ratingsPrinciples of Financial Engineering Rating: 4 out of 5 stars4/5Linear Factor Models in Finance Rating: 4 out of 5 stars4/5Stochastic Calculus for Quantitative Finance Rating: 0 out of 5 stars0 ratingsPortfolio Risk Analysis Rating: 4 out of 5 stars4/5Quantitative Equity Investing: Techniques and Strategies Rating: 4 out of 5 stars4/5The Mathematics of Derivatives Securities with Applications in MATLAB Rating: 0 out of 5 stars0 ratings
Banks & Banking For You
The History Of Money and Banking No One Ever Told You: Economic History Report Rating: 5 out of 5 stars5/5An Introduction to Investment Banks, Hedge Funds, and Private Equity Rating: 5 out of 5 stars5/5Win In Court Every Time Rating: 5 out of 5 stars5/5Freedom from Tyranny Rating: 5 out of 5 stars5/5The Title is Unimportant Rating: 5 out of 5 stars5/5Be Your Own Bank: Hidden in Plain Sight Rating: 0 out of 5 stars0 ratingsThe Secrets of the Federal Reserve Rating: 5 out of 5 stars5/5How the Other Half Banks: Exclusion, Exploitation, and the Threat to Democracy Rating: 4 out of 5 stars4/5TikTok for Business Success: Strategies, Tips, and Real-World Case Studies for Business Success Using Tiktok Rating: 5 out of 5 stars5/5The Bitcoin Standard: The Decentralized Alternative to Central Banking Rating: 4 out of 5 stars4/5A History of Central Banking and the Enslavement of Mankind Rating: 5 out of 5 stars5/5The Federal Reserve and the Financial Crisis Rating: 4 out of 5 stars4/5The White Wall: How Big Finance Bankrupts Black America Rating: 3 out of 5 stars3/5Book-Keeping: Made Simple Rating: 1 out of 5 stars1/5The Lords of Easy Money: How the Federal Reserve Broke the American Economy Rating: 4 out of 5 stars4/5Discussion Materials: Tales of a Rookie Wall Street Investment Banker Rating: 5 out of 5 stars5/5Tape Reading and Market Tactics Rating: 4 out of 5 stars4/5Mortgages 101: Quick Answers to Over 250 Critical Questions About Your Home Loan Rating: 3 out of 5 stars3/5Principles of Economics Rating: 0 out of 5 stars0 ratingsDiscover The Dark Secrets of Private Banking and Federal Reserve (FED) by Learning The Art of Printing Money Rating: 5 out of 5 stars5/5The Anatomy of the Swipe: Making Money Move Rating: 5 out of 5 stars5/5Billion Dollar Whale: the bestselling investigation into the financial fraud of the century Rating: 4 out of 5 stars4/5Lehman Brothers: A crisis of value Rating: 5 out of 5 stars5/5The Power and Independence of the Federal Reserve Rating: 5 out of 5 stars5/5The SBA Loan Book: The Complete Guide to Getting Financial Help Through the Small Business Administration Rating: 5 out of 5 stars5/5The Best Way to Rob a Bank is to Own One: How Corporate Executives and Politicians Looted the S&L Industry Rating: 4 out of 5 stars4/5Your Score: An Insider's Secrets to Understanding, Controlling, and Protecting Your Credit Score Rating: 5 out of 5 stars5/5How to Get a Business Loan Rating: 5 out of 5 stars5/5
Reviews for Fixed Income and Interest Rate Derivative Analysis
0 ratings0 reviews