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02074nam a2200385 a 4500 |
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20171111234750.0 |
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080310s1998 enka ob 001 0 eng d |
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|a 9780750640121
|q (electronic bk.)
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|a 075064012X
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|a 9780080506548
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|a 0080506542
|q (electronic bk.)
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|a OPELS
|b eng
|e pn
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| 050 |
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4 |
|a HG4650
|b .B75 1998eb
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| 100 |
1 |
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|a Britten-Jones, Mark,
|d 1963-
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|a Fixed income and interest rate derivative analysis /
|c Mark Britten-Jones.
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| 260 |
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|a Oxford ;
|b Butterworth-Heinemann,
|c 1998.
|a Boston :
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| 300 |
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|a 1 online resource (xiii, 164 pages) :
|b illustrations
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a Preface; Acknowledgements; Fixed cash flows -- Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows -- Forward rates, T-bill futures, and quasi-arbitrage; The eurodollar market and simple interest rate swaps; General rate-sensitive cash flows -- No-arbitrage and risk-neutral pricing; State prices, forward induction, and tree-fitting; The Black-Derman-Toy Model; Convexity; Callable and convertible bonds; Credit risk; Continuous-time finance; Index.
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| 650 |
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|a Fixed-income securities.
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| 650 |
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0 |
|a Derivative securities.
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| 650 |
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|a Cash flow.
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| 650 |
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|a Interest rate swaps.
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| 650 |
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4 |
|a Fixed-income securities. Derivative securities. Cash flow. Interest rate swaps.
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| 650 |
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6 |
|a Valeurs mobilières à revenus fixes.
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| 650 |
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6 |
|a Instruments dérivés (Finances)
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| 650 |
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6 |
|a Marge brute d'autofinancement.
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| 650 |
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6 |
|a Échanges de taux d'intérêt.
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Investments & Securities
|x General.
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| 650 |
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7 |
|a Cash flow.
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| 650 |
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7 |
|a Derivative securities.
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| 650 |
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7 |
|a Fixed-income securities.
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| 856 |
4 |
0 |
|a Interest rate swaps.
|u http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297196
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| 952 |
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|a CY-NiOUC
|b 5a0467936c5ad14ac1ef0feb
|c 998a
|d 945l
|e -
|t 1
|x m
|z Books
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