Office of Academic Resources
Chulalongkorn University
Chulalongkorn University

Home / Help

AuthorSundaresan, Suresh M
TitleFixed income markets and their derivatives / Suresh M. Sundaresan
Imprint Cincinnati, Ohio : South-Western College Pub., c2009
Edition 3rd ed
Descript xv, 717 p. : ill. ; 24 cm

CONTENT

Part 1: Markets, mechanisms, and basic tools -- An overview of fixed-income securities -- Organization and conduct of debt markets -- Treasury auctions and selling mechanisms -- Bond mathematics -- Yield-curve analysis-1 -- Yield-curve analysis-2 -- Part 2: Fixed-income markets and portfolio management -- Inflation-indexed debt markets -- Agency and corporate debt markets -- Securitization and mortgage-backed securities -- Tax-exempt debt markets -- Emerging debt markets -- Portfolio-management techniques -- Part 3: Fixed-income derivatives and risk management -- An overview of derivatives markets -- Treasury futures contracts -- Eurodollar futures and swaps -- Models of yield curve and yield curve derivatives -- Credit risk -- Risk management


Fixed-income securities

LOCATIONCALL#STATUS
Chula Business School Library332.632044 S957F 2009CHECK SHELVES
Sasin Library332.632044 S957F 2009CHECK SHELVES

Chulalinet's Book Delivery Request




Location



Office of Academic Resources, Chulalongkorn University, Phayathai Rd. Pathumwan Bangkok 10330 Thailand

Contact Us

Tel. 0-2218-2929,
0-2218-2927 (Library Service)
0-2218-2903 (Administrative Division)
Fax. 0-2215-3617, 0-2218-2907

Social Network

  line

facebook   instragram