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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


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

Chula Business School Library332.632044 S957F 2009CHECK SHELVES
Sasin Library332.632044 S957F 2009CHECK SHELVES

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