000			01266nam a2200229 4500
003			OSt
005			20160309122538.0
008			160224b xxu||||| |||| 00| 0 eng d
020			_a9781119014140
040			_c
082			_a332.632044 _bSIM
100			_aSimozar, Saied _91614
245			_aThe Advanced Fixed Income and Derivatives Management Guide
260			_bJohn Wiley & Sons Ltd _c2015 _aChichester
300			_a322p
440			_aThe Wiley Finance Series _9338
500			_a1. 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
600			_aFixed-Income Securities _92021
600			_aDerivative Securities _9223
600			_aPortfoliio Management _92022
942			_2ddc _cLB _k332.632044 _mSIM
999			_c101776 _d101776