- Hardcover: 250 pages
- Publisher: ButterHeinem ST (15 Oct 1998)
- Language English
- ISBN-10: 075064012X
- ISBN-13: 978-0750640121
- Product Dimensions: 25.3 x 19.4 x 1.5 cm
- Average Customer Review: 5.0 out of 5 stars See all reviews (1 customer review)
- Amazon Bestsellers Rank: 2,062,134 in Books (See Top 100 in Books)
- See Complete Table of Contents
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Product Description
Product Description
"Fixed Income and Interest Rate Derivative Analysis" gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. It gives a comprehensive and accessible explanation of underlying theory, and its practical application, using case studies and worked examples from around the world's capital markets. It shows how to use spreadsheet modelling in fixed income and interest rate derivative analysis. Concepts introduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance.
Inside This Book
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First Sentence
The bedrock fundamental concept in fixed income analysis, is that in a competitive market we can use the Law of One Price to value a security once we have calculated the security's cash flows and we have observed or calculated zero-coupon bond prices. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index
The bedrock fundamental concept in fixed income analysis, is that in a competitive market we can use the Law of One Price to value a security once we have calculated the security's cash flows and we have observed or calculated zero-coupon bond prices. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index
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Customer Reviews
Most Helpful Customer Reviews
Format:Hardcover
This text more than meets the CFA required material. It further adds to the general requirements of the program, providing a true guidebook to keep for reference, even after the candidate gains his designation. Its gradual increase in complexity is suitable for demanding readers of every caliber. a true must own for financial managers.
Most Helpful Customer Reviews on Amazon.com (beta)
Amazon.com:
1 review
5 of 6 people found the following review helpful
Good book for intermediate level
4 Feb 2000
Format:Hardcover
The book, though terse and short, is brilliant for a quick tour through the fixed income aspects of bonds, swaps and derivative instruments.
I would have liked more detail on FRNs and Swaps with some practical examples of real FRNs with Interest swaps. An area which many books fail to address. Also the book should have put more emphasis on the mark-to-market of these instruments.
Overall, a good supplemental book.
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