| 000 | 02766nam a2200397 i 4500 | ||
|---|---|---|---|
| 005 | 20250919002907.0 | ||
| 008 | 150407s2014 si a b 001 0 eng | ||
| 020 |
_a9781118171721 (hardback) _cRM480.00 |
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| 020 | _a1118171721 (hardback) | ||
| 039 | 9 |
_a201506221614 _batika _c201506160946 _dhamudah _y04-07-2015 _zhamudah |
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| 040 |
_aDLC _erda _beng _cDLC _dYDX _dUKMGB _dSINLB _dYDXCP _dOCLCF _dUKM _erda |
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| 090 | _aHG4650.C447 2014 | ||
| 090 |
_aHG4650 _b.C447 2014 |
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| 100 | 1 |
_aChoudhry, Moorad, _eauthor. |
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| 245 | 1 | 0 |
_aFixed income markets : _bmanagement, trading, hedging / _cMoorad Choudhry, David Moskovic, Max Wong ; with contributions from Suleman Baig, Zhuoshi Liu, Michele Lizzio and Alexandru Voicu. |
| 250 | _aSecond edition. | ||
| 264 | 1 |
_aSingapore : _bWiley, _c[2014] |
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| 300 |
_axix, 684 pages : _billustrations ; _c26 cm. |
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| 336 |
_atext _2rdacontent |
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| 337 |
_aunmediated _2rdamedia |
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| 338 |
_avolume _2rdacarrier |
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| 490 | 1 | _aWiley finance series | |
| 500 | _aMachine generated contents note: Foreword. Preface. Acknowledgments. About the Author. PART I: INTRODUCTION TO BONDS. Chapter 1. The bond instrument. Chapter 2. Interest-rate risk. Chapter 3. Pricing, spot and forward rates. Chapter 4. Interest rate modelling. Chapter 5. Yield curve fitting. PART II: ELECTED MARKET INSTRUMENTS. Chapter 6. Money markets. Chapter 7. Hybrid securities. Chapter 8. Analysis of callable bonds. Chapter 9. Index-linked bonds. Chapter 10. ABS and MBS intro. Chapter 11. CDOs. Chapter 12. Structured credit products. PART III: DERIVATIVE INSTRUMENTS. Chapter 13. Forwards and futures pricing. Chapter 14. Bond futures. Chapter 15. Swaps. Chapter 16. SwapNote. Chapter 17. Credit derivatives I. Chapter 18. Credit derivatives II. Chapter 19. Options I. Chapter 20. Options II. PART IV: BOND TRADING AND HEDGING. Chapter 21. Value-at-risk and Credit VaR. Chapter 22. Government bond analysis, the yield curve and relative-value trading. Chapter 23. Approaches to trading and hedging. Appendix A: Statistical concepts. Appendix B: Basic tools. Appendix C: Introduction to the mathematics of fixed income pricing. Glossary. Index. . | ||
| 504 | _aIncludes bibliographical references and index. | ||
| 650 | 0 | _aFixed-income securities. | |
| 700 | 1 |
_aMoskovic, David, _eauthor. |
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| 700 | 1 |
_aWong, Max, _eauthor. |
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| 907 |
_a.b16114838 _b2019-11-12 _c2019-11-12 |
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| 942 |
_c01 _n0 _kHG4650.C447 2014 |
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| 914 | _avtls003583138 | ||
| 990 | _anab | ||
| 991 | _aFakulti Ekonomi dan Pengurusan | ||
| 998 |
_at _b2015-07-04 _cm _da _feng _gsi _y0 _z.b16114838 |
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| 999 |
_c590468 _d590468 |
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