Fixed-Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and DerivativesISBN: 978-0-471-24653-4
Hardcover
368 pages
July 1999
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Partial table of contents:
SHORT-TERM MONEY MARKET INSTRUMENTS.
Background and Terminology.
Interest, Discount, Compounded Yield.
Foreign-Exchange Transactions.
LONG-TERM SECURITIES, FUTURES, AND SWAPS.
Zero-Coupon Bonds.
Fixed- Interest Coupon Bonds.
Futures on Bonds and Notes.
OPTIONS.
An Introduction to Options.
Fixed-Income Options, Bonds with Optionlike Features.
Modeling the Yield Curve.
Selected Bibliography.
Index.
SHORT-TERM MONEY MARKET INSTRUMENTS.
Background and Terminology.
Interest, Discount, Compounded Yield.
Foreign-Exchange Transactions.
LONG-TERM SECURITIES, FUTURES, AND SWAPS.
Zero-Coupon Bonds.
Fixed- Interest Coupon Bonds.
Futures on Bonds and Notes.
OPTIONS.
An Introduction to Options.
Fixed-Income Options, Bonds with Optionlike Features.
Modeling the Yield Curve.
Selected Bibliography.
Index.