Fixed Income Securities : : Concepts and Applications /

Fixed Income Securities : : Concepts and Applications / / Sunil Kumar Parameswaran.

Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and...

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Superior document:Title is part of eBook package: De Gruyter DG Ebook Package English 2020
VerfasserIn:
Parameswaran, Sunil Kumar,
Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2019]
©2020
Year of Publication:2019
Language:English
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Physical Description:1 online resource (XXVI, 452 p.)
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id 9781547400669
ctrlnum (DE-B1597)494874
(OCoLC)1129201709
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spelling Parameswaran, Sunil Kumar, author. aut http://id.loc.gov/vocabulary/relators/aut
Fixed Income Securities : Concepts and Applications / Sunil Kumar Parameswaran.
Berlin ; Boston : De Gruyter, [2019]
©2020
1 online resource (XXVI, 452 p.)
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
text file PDF rda
Frontmatter -- Advance Praise for Fixed Income Securities -- Foreword -- Preface -- Acknowledgments -- Contents -- Chapter 1. A Primer on the Time Value of Money -- Chapter 2. An Introduction to Bonds -- Chapter 3. Bonds: Advanced Concepts -- Chapter 4. Yield Curves and the Term Structure -- Chapter 5. Duration, Convexity, and Immunization -- Chapter 6. The Money Market -- Chapter 7. Floating Rate Bonds -- Chapter 8. Mortgage Loans -- Chapter 9. Mortgage-Backed Securities -- Chapter 10. A Primer on Derivatives -- Chapter 11. The Valuation of Interest Rate Options -- Chapter 12. Interest Rate Forwards and Futures -- Chapter 13. Bonds with Embedded Options -- Chapter 14. Interest Rate Swaps and Credit Default Swaps -- Appendix A -- Bibliography -- Index
restricted access http://purl.org/coar/access_right/c_16ec online access with authorization star
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.
Issued also in print.
Mode of access: Internet via World Wide Web.
In English.
Description based on online resource; title from PDF title page (publisher's Web site, viewed 27. Jan 2023)
Bond market.
Derivatives.
Excel.
Fixed income.
High yield.
Mortgage-backed securities.
SEC.
Title is part of eBook package: De Gruyter DG Ebook Package English 2020 9783110696288
Title is part of eBook package: De Gruyter DG Plus DeG Package 2020 Part 1 9783110696271
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2019 English 9783110610765
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2019 9783110664232 ZDB-23-DGG
Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics 2019 9783110606065 ZDB-23-DBV
Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics, Law & Social Sciences 2019 ENG 9783110610130
EPUB 9781547400683
print 9781547416738
https://doi.org/10.1515/9781547400669
https://www.degruyter.com/isbn/9781547400669
Cover https://www.degruyter.com/document/cover/isbn/9781547400669/original
language English
format eBook
author Parameswaran, Sunil Kumar,
Parameswaran, Sunil Kumar,
spellingShingle Parameswaran, Sunil Kumar,
Parameswaran, Sunil Kumar,
Fixed Income Securities : Concepts and Applications /
Frontmatter --
Advance Praise for Fixed Income Securities --
Foreword --
Preface --
Acknowledgments --
Contents --
Chapter 1. A Primer on the Time Value of Money --
Chapter 2. An Introduction to Bonds --
Chapter 3. Bonds: Advanced Concepts --
Chapter 4. Yield Curves and the Term Structure --
Chapter 5. Duration, Convexity, and Immunization --
Chapter 6. The Money Market --
Chapter 7. Floating Rate Bonds --
Chapter 8. Mortgage Loans --
Chapter 9. Mortgage-Backed Securities --
Chapter 10. A Primer on Derivatives --
Chapter 11. The Valuation of Interest Rate Options --
Chapter 12. Interest Rate Forwards and Futures --
Chapter 13. Bonds with Embedded Options --
Chapter 14. Interest Rate Swaps and Credit Default Swaps --
Appendix A --
Bibliography --
Index
author_facet Parameswaran, Sunil Kumar,
Parameswaran, Sunil Kumar,
author_variant s k p sk skp
s k p sk skp
author_role VerfasserIn
VerfasserIn
author_sort Parameswaran, Sunil Kumar,
title Fixed Income Securities : Concepts and Applications /
title_sub Concepts and Applications /
title_full Fixed Income Securities : Concepts and Applications / Sunil Kumar Parameswaran.
title_fullStr Fixed Income Securities : Concepts and Applications / Sunil Kumar Parameswaran.
title_full_unstemmed Fixed Income Securities : Concepts and Applications / Sunil Kumar Parameswaran.
title_auth Fixed Income Securities : Concepts and Applications /
title_alt Frontmatter --
Advance Praise for Fixed Income Securities --
Foreword --
Preface --
Acknowledgments --
Contents --
Chapter 1. A Primer on the Time Value of Money --
Chapter 2. An Introduction to Bonds --
Chapter 3. Bonds: Advanced Concepts --
Chapter 4. Yield Curves and the Term Structure --
Chapter 5. Duration, Convexity, and Immunization --
Chapter 6. The Money Market --
Chapter 7. Floating Rate Bonds --
Chapter 8. Mortgage Loans --
Chapter 9. Mortgage-Backed Securities --
Chapter 10. A Primer on Derivatives --
Chapter 11. The Valuation of Interest Rate Options --
Chapter 12. Interest Rate Forwards and Futures --
Chapter 13. Bonds with Embedded Options --
Chapter 14. Interest Rate Swaps and Credit Default Swaps --
Appendix A --
Bibliography --
Index
title_new Fixed Income Securities :
title_sort fixed income securities : concepts and applications /
publisher De Gruyter,
publishDate 2019
physical 1 online resource (XXVI, 452 p.)
Issued also in print.
contents Frontmatter --
Advance Praise for Fixed Income Securities --
Foreword --
Preface --
Acknowledgments --
Contents --
Chapter 1. A Primer on the Time Value of Money --
Chapter 2. An Introduction to Bonds --
Chapter 3. Bonds: Advanced Concepts --
Chapter 4. Yield Curves and the Term Structure --
Chapter 5. Duration, Convexity, and Immunization --
Chapter 6. The Money Market --
Chapter 7. Floating Rate Bonds --
Chapter 8. Mortgage Loans --
Chapter 9. Mortgage-Backed Securities --
Chapter 10. A Primer on Derivatives --
Chapter 11. The Valuation of Interest Rate Options --
Chapter 12. Interest Rate Forwards and Futures --
Chapter 13. Bonds with Embedded Options --
Chapter 14. Interest Rate Swaps and Credit Default Swaps --
Appendix A --
Bibliography --
Index
isbn 9781547400669
9783110696288
9783110696271
9783110610765
9783110664232
9783110606065
9783110610130
9781547400683
9781547416738
url https://doi.org/10.1515/9781547400669
https://www.degruyter.com/isbn/9781547400669
https://www.degruyter.com/document/cover/isbn/9781547400669/original
illustrated Not Illustrated
doi_str_mv 10.1515/9781547400669
oclc_num 1129201709
work_keys_str_mv AT parameswaransunilkumar fixedincomesecuritiesconceptsandapplications
status_str n
ids_txt_mv (DE-B1597)494874
(OCoLC)1129201709
carrierType_str_mv cr
hierarchy_parent_title Title is part of eBook package: De Gruyter DG Ebook Package English 2020
Title is part of eBook package: De Gruyter DG Plus DeG Package 2020 Part 1
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2019 English
Title is part of eBook package: De Gruyter EBOOK PACKAGE COMPLETE 2019
Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics 2019
Title is part of eBook package: De Gruyter EBOOK PACKAGE Economics, Law & Social Sciences 2019 ENG
is_hierarchy_title Fixed Income Securities : Concepts and Applications /
container_title Title is part of eBook package: De Gruyter DG Ebook Package English 2020
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