HOME > Detail View

Detail View

Advanced fixed income analysis

Advanced fixed income analysis

Material type
단행본
Personal Author
Choudhry, Moorad.
Title Statement
Advanced fixed income analysis / Moorad Choudhry.
Publication, Distribution, etc
New York :   Elsevier ,   2004.  
Physical Medium
184 p. : ill. ; 24 cm.
Series Statement
Fixed income markets library.
ISBN
0750662638 0750662794 (Fixed income markets library)
General Note
Includes index.  
Subject Added Entry-Topical Term
Fixed-income securities. Bond market. Bonds -- Prices -- Economic models. Bonds -- Valuation -- Economic models.
비통제주제어
Fixed income markets. ,,
000 00945camuu22002898a 4500
001 000045185742
005 20050824105623
008 050529s2004 nyua 001 0 eng
020 ▼a 0750662638
020 ▼a 0750662794 (Fixed income markets library)
035 ▼a KRIC09638876
040 ▼a 211029 ▼c 211029 ▼d 211076 ▼d 211009
082 0 4 ▼a 332.63234 ▼2 22
090 ▼a 332.63234 ▼b C552a
100 1 ▼a Choudhry, Moorad.
245 1 0 ▼a Advanced fixed income analysis / ▼c Moorad Choudhry.
260 ▼a New York : ▼b Elsevier , ▼c 2004.
300 ▼a 184 p. : ▼b ill. ; ▼c 24 cm.
440 0 ▼a Fixed income markets library.
500 ▼a Includes index.
650 0 ▼a Fixed-income securities.
650 0 ▼a Bond market.
650 0 ▼a Bonds ▼x Prices ▼x Economic models.
650 0 ▼a Bonds ▼x Valuation ▼x Economic models.
653 ▼a Fixed income markets.
945 ▼a KINS

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.63234 C552a Accession No. 111327761 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

Approaches to trading and hedging; Relative value trading using govt bonds; Dynamics of asset prices; Interest rate models I; Interest rate models II; Fitting the term structure; I-L bonds; Long bond yield; Default risk of corporate bonds; Brady bonds.


Information Provided By: : Aladin

New Arrivals Books in Related Fields