The Advanced Fixed Income and Derivatives Management Guide

By:

Simozar, Saied

Material type: Text

TextSeries: The Wiley Finance SeriesPublication details: John Wiley & Sons Ltd 2015 ChichesterDescription: 322pISBN:

9781119014140

Subject(s):

DDC classification:

332.632044 SIM

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Holdings
Item type	Current library	Item location	Collection	Call number	Status	Date due	Barcode	Item holds
Book	NIMA Knowledge Centre	9th Floor Reading Zone	General	332.632044 SIM (Browse shelf(Opens below))	Available		M0031479

Total holds: 0

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Previous	332.632042 QUA Quantitative Fund Management	332.632042 WHI Modern Security Analysis: Understanding Wall Street Fundamentals	332.632044 BRO Profiting from IPOs and Small Cap Stocks	332.632044 SIM The Advanced Fixed Income and Derivatives Management Guide	332.632044 SUN Fixed Income Markets and Their Derivatives	332.632044 WEI After the Trade is Made: Processing Securities Transactions	332.632044 WEI After the Trade is Made: Processing Securities Transactions	Next

1. Review of Market Analytics
2. Term Structure of Rates
3. Comparison of Basis Functions
4. Risk Measurement
5. Performance Attribution
6. Libor and Swaps
7. Trading
8. Linear Optimization and Portfolio Replication
9. Yield Volatility
10. Convexity and Long Rates
11. Real Rates and Inflation Expectations
12. Credit Spreads
13. Default and Recovery
14. Deliverable Bond Futures and Options
15. Bond Options
16. Currencies
17. Prepayment Model
18. Mortgage Bonds
19. Product Design and Portfolio Construction
20. Calculating Parameters of the TSIR
21. Implementation

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