Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives

Questa, Giorgio S.

ISBN 10: 0471246530 / ISBN 13: 9780471246534

Published by Wiley, 1999

Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail. Seller Inventory # OTV.0471246530.VG

Synopsis:

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

About the Author: GIORGIO S. QUESTA is a senior consultant at Pareto Partners, a quantitative institutional asset management firm with operations in the U.K., the U.S., and Australia. He teaches a number of graduate courses in finance, both in the U.S. and Europe. Previously, he was the CEO of IMI International, an investment banking and asset management firm with operations in New York, London, Frankfurt, and Luxembourg. He has also worked with Procter & Gamble and Andersen Consulting.

Bibliographic Details

Title: Fixed Income Analysis for the Global ...
Publisher: Wiley
Publication Date: 1999
Binding: Hardcover
Condition: very_good