Description 
1 online resource (xiii, 164 pages) : illustrations 
Bibliography 
Includes bibliographical references and index. 
Summary 
Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts. * A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis Concepts inroduced in this book are reinforced and explained, not with the use of highpowered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding. Mark BrittenJones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance. A comprehensive and accessible explanation of underlying theory, and its practical application. Case studies and worked examples from around the world's capital markets. How to use spreadsheet modelling in fixed income and interest rate derivative valuation. 
Contents 
Preface; Acknowledgements; Fixed cash flows  Valuation of fixed cash flows with perfect replication; Imperfect replication: immunization and duration; Simple random cash flows  Forward rates, Tbill futures, and quasiarbitrage; The eurodollar market and simple interest rate swaps; General ratesensitive cash flows  Noarbitrage and riskneutral pricing; State prices, forward induction, and treefitting; The BlackDermanToy Model; Convexity; Callable and convertible bonds; Credit risk; Continuoustime finance; Index. 
Local Note 
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection  North America 
Subject 
Fixedincome securities.


Derivative securities.


Cash flow.


Interest rate swaps.

Genre/Form 
Electronic books.


Electronic books.

Other Form: 
Print version: BrittenJones, Mark, 1963 Fixed income and interest rate derivative analysis. Oxford ; Boston : ButterworthHeinemann, 1998 9780750640121 (DLC) 99164256 (OCoLC)40429681 
ISBN 
9780750640121 (electronic bk.) 

075064012X (electronic bk.) 

9780080506548 (electronic bk.) 

0080506542 (electronic bk.) 
