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· 제목 : Fixed Income Markets and Their Derivatives (Hardcover, 3)
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780123704719
· 쪽수 : 456쪽
· 출판일 : 2009-03-01
· 분류 : 외국도서 > 경제경영 > 투자/증권 > 일반
· ISBN : 9780123704719
· 쪽수 : 456쪽
· 출판일 : 2009-03-01
목차
1. Overview of Fixed Income Markets
2. Price-Yield Conventions
3. Federal Reserve (Central Bank) & Fixed Income Markets
4. Organization and Transparency of Fixed Income Markets
5. Financing Debt Securities Repurchase (Repo) Agreements
6. Actions of Treasury Debt Securities
7. Bond Mathematics-DV01, Duration and Convexity
8. Yield Curve and the Term Structure
9. Models of Yield Curve and the Term Structure
10. Modeling Credit Risk and Corporate Debt Securities
11. Mortgages, Federal Agencies & Agency Debt
12. Mortgage-Backed Securities (MBS)
