000			01517nam a22002057a 4500
003			CO-NeUS
005			20180209102726.0
008			140425b xxu||||| |||| 00| 0 eng d
040			_aCO-NeUS _bEspañol _cCO-NeUS
041			_aeng
082			_a332.5 _bIN61i _221
130			_aInterest rate markets _997259
245			_aInterest rate markets
264			_asin lugar _bSalomon Brothers _cvarias fechas
300			_aVarias paginaciones _bilustrado _c27 cm
505			_aAn 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 --
650			_aSwaps (finance) _9132527
650			_aSwaps (finanzas) _9132528
942			_cCG
999			_c35910 _d35910