TY  - BOOK
AU  - Simozar, Saied
TI  - The Advanced Fixed Income and Derivatives Management Guide
SN  - 9781119014140
U1  - 332.632044 
PY  - 2015///
CY  - Chichester
PB  - John Wiley & Sons Ltd
KW  - Fixed-Income Securities
KW  - Derivative Securities
KW  - Portfoliio Management
N1  - 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
ER  -