LEADER 00000cam a2200637Ia 4500 
001    ocn213298448 
003    OCoLC 
005    20160527041554.4 
006    m     o  d         
007    cr cnu---unuuu 
008    080310s1998    enka    ob    001 0 eng d 
019    646827813|a824144671|a830377176 
020    9780750640121|q(electronic book) 
020    075064012X|q(electronic book) 
020    9780080506548|q(electronic book) 
020    0080506542|q(electronic book) 
035    (OCoLC)213298448|z(OCoLC)646827813|z(OCoLC)824144671
       |z(OCoLC)830377176 
037    CL0500000180|bSafari Books Online 
040    OPELS|beng|epn|cOPELS|dOPELS|dN$T|dEBLCP|dIDEBK|dOCLCQ
       |dOPELS|dE7B|dOCLCQ|dUMI|dNLGGC|dOCLCO|dDEBSZ|dOCLCQ
       |dOCLCF|dYDXCP|dOCLCQ 
049    RIDW 
050  4 HG4650|b.B75 1998eb 
072  7 BUS|x036000|2bisacsh 
082 04 332.632044|222 
090    HG4650|b.B75 1998eb 
100 1  Britten-Jones, Mark,|d1963-|0https://id.loc.gov/
       authorities/names/no98079363 
245 10 Fixed income and interest rate derivative analysis /|cMark
       Britten-Jones. 
264  1 Oxford ;|aBoston :|bButterworth-Heinemann,|c1998. 
300    1 online resource (xiii, 164 pages) :|billustrations 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
338    online resource|bcr|2rdacarrier 
340    |gpolychrome|2rdacc 
347    text file|2rdaft 
504    Includes bibliographical references and index. 
505 0  Preface; Acknowledgements; Fixed cash flows -- Valuation 
       of fixed cash flows with perfect replication; Imperfect 
       replication: immunization and duration; Simple random cash
       flows -- Forward rates, T-bill futures, and quasi-
       arbitrage; The eurodollar market and simple interest rate 
       swaps; General rate-sensitive cash flows -- No-arbitrage 
       and risk-neutral pricing; State prices, forward induction,
       and tree-fitting; The Black-Derman-Toy Model; Convexity; 
       Callable and convertible bonds; Credit risk; Continuous-
       time finance; Index. 
520    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 high-powered
       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 Britten-Jones, 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. 
588 0  Print version record. 
590    eBooks on EBSCOhost|bEBSCO eBook Subscription Academic 
       Collection - North America 
650  0 Fixed-income securities.|0https://id.loc.gov/authorities/
       subjects/sh90004945 
650  0 Derivative securities.|0https://id.loc.gov/authorities/
       subjects/sh93005704 
650  0 Cash flow.|0https://id.loc.gov/authorities/subjects/
       sh85020584 
650  0 Interest rate swaps.|0https://id.loc.gov/authorities/
       subjects/sh94003211 
650  7 Fixed-income securities.|2fast|0https://id.worldcat.org/
       fast/926888 
650  7 Derivative securities.|2fast|0https://id.worldcat.org/fast
       /891019 
650  7 Cash flow.|2fast|0https://id.worldcat.org/fast/848185 
650  7 Interest rate swaps.|2fast|0https://id.worldcat.org/fast/
       976174 
655  0 Electronic books. 
655  4 Electronic books. 
776 08 |iPrint version:|aBritten-Jones, Mark, 1963-|tFixed income
       and interest rate derivative analysis.|dOxford ; Boston : 
       Butterworth-Heinemann, 1998|z9780750640121|w(DLC)   
       99164256|w(OCoLC)40429681 
856 40 |uhttps://rider.idm.oclc.org/login?url=http://
       search.ebscohost.com/login.aspx?direct=true&scope=site&
       db=nlebk&AN=297196|zOnline eBook. Access restricted to 
       current Rider University students, faculty, and staff. 
856 42 |3Instructions for reading/downloading this eBook|uhttp://
       guides.rider.edu/ebooks/ebsco 
901    MARCIVE 20231220 
948    |d201606016|cEBSCO|tebscoebooksacademic|lridw 
994    92|bRID