Normal view MARC view ISBD view

Interest rate markets

sin lugar Salomon Brothers varias fechasDescription: Varias paginaciones ilustrado 27 cm.Uniform titles: Interest rate markets Subject(s): Swaps (finance) | Swaps (finanzas)DDC classification: 332.5
Contents:
An introduction to index swaps and notes -- An introduction to asset swaps -- An introductory guide to the TED spread -- An investor´s guide to floating-rate notes: Conventions, mathematics and relative valuation -- Deciding between futures and cash: a closer look at the basis -- Understanding treasury bond futures -- The Salomon Brothers delivery option model -- Valuation of bonds with embedded options -- An introduction to callable bonds -- The interest rate swap market: Yield mathematics, terminology and conventions -- Interest rate caps and floors: tools for asset/liability management -- Options on interest rate swaps: new tools for asset and liability management -- A term structure model and the pricing of fixed-income securities -- Using strips in a treasury portfolio -- Financing advantage and relative value tools -- How do corporate spread curves move over time? -- Evaluating sovereign credit risk: a high-yield analysts guide --
List(s) this item appears in: Economia
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Collection Call number Copy number Status Date due Barcode Item holds
Libros Libros Biblioteca Central
General 332.5 / IN61i (Browse shelf) Ej. 1 Available 8000022281
Total holds: 0

An introduction to index swaps and notes -- An introduction to asset swaps -- An introductory guide to the TED spread -- An investor´s guide to floating-rate notes: Conventions, mathematics and relative valuation -- Deciding between futures and cash: a closer look at the basis -- Understanding treasury bond futures -- The Salomon Brothers delivery option model -- Valuation of bonds with embedded options -- An introduction to callable bonds -- The interest rate swap market: Yield mathematics, terminology and conventions -- Interest rate caps and floors: tools for asset/liability management -- Options on interest rate swaps: new tools for asset and liability management -- A term structure model and the pricing of fixed-income securities -- Using strips in a treasury portfolio -- Financing advantage and relative value tools -- How do corporate spread curves move over time? -- Evaluating sovereign credit risk: a high-yield analysts guide --

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha