Fixed-Income Analysis for the Global Financial Market
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Product Description
Product Description
This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed–income securities and derivatives – using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how–to–do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on:
∗ The global money market
∗ Foreign exchange transaction and foreign exchange derivatives
∗ Bonds and zero coupon bonds – including a risk management–driven discussion of duration and convexity
∗ Interest rate swaps, currency swaps, and exchange–traded futures
∗ Stochastic models and option pricing
∗ Stochastic models of the yield curve
∗ The global money market
∗ Foreign exchange transaction and foreign exchange derivatives
∗ Bonds and zero coupon bonds – including a risk management–driven discussion of duration and convexity
∗ Interest rate swaps, currency swaps, and exchange–traded futures
∗ Stochastic models and option pricing
∗ Stochastic models of the yield curve
From the Inside Flap
Fixed–Income Analysis for the Global Financial Market Global fixed–income markets, both securities and their derivatives, have registered phenomenal growth over the past two decades, yet many instruments and strategies are often misunderstood and, as a result, mishandled for the purposes of effective risk management. This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed–income securities and derivatives–using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how–to–do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. The international dimension is also an integral part of the analysis. A true global financial village has emerged, heavily dependent for its operations on real–time international telecommunications networks. The focus of this book is on instruments which can be freely traded internationally, generally without controls, taxes, or other restrictions. You will find essential information on:
∗ The global money market
∗ Foreign exchange transactions and foreign exchange derivatives
∗ Bonds and zero coupon bonds–including a risk management–driven discussion of duration and convexity
∗ Interest rate swaps, currency swaps, and exchange–traded futures
∗ Stochastic models and option pricing
∗ Stochastic models of the yield curve
Written for a wide range of finance professionals and packed with a wealth of exhibits, this is the ideal resource for anyone seeking a firmer grasp of this important topic.
∗ The global money market
∗ Foreign exchange transactions and foreign exchange derivatives
∗ Bonds and zero coupon bonds–including a risk management–driven discussion of duration and convexity
∗ Interest rate swaps, currency swaps, and exchange–traded futures
∗ Stochastic models and option pricing
∗ Stochastic models of the yield curve
Written for a wide range of finance professionals and packed with a wealth of exhibits, this is the ideal resource for anyone seeking a firmer grasp of this important topic.
Inside This Book
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First Sentence
This is an introductory chapter. Read the first page
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
This is an introductory chapter. Read the first page
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Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Customer Reviews
Most Helpful Customer Reviews
2 of 2 people found the following review helpful
Format:Hardcover
The book presents a rigorous analysis of fixed income, and also covers advanced stochastic models. While every effort seems to have been made to make the text as reader friendly and well structured as possible, Mr. Questa's book is hardly a bedtime reading; some sections are far from easy to digest, at least at a first reading.
2 of 2 people found the following review helpful
Format:Hardcover
I had the pleasure of having Mr. Questa as a guest lecuturer in a Fixed Income class. This book was used as the text, prior to its publication. The book is a great intro-intermediate fixed income book. It also covers the advanced stochastic models well. It is one of few books that also integrates the foreign exchange market into the analysis. In a few areas the book is difficult to follow however after a careful re-reading it sinks in.
1 of 7 people found the following review helpful
Format:Hardcover
Non ho avuto il piacere di leggere il libro ma il nome dell'autore mi piaceva tantissimo...... è il mio (omonimia) Giorgio Questa
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