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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Bibliographic Details
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
Online Access:
Physical Description:1 online resource (XXVI, 452 p.)
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Table of 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

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