Fixed Income Analysis for the Global Financial Market: Money Market, Foreign Exchange, Securities, and Derivatives
Giorgio S. QuestaISBN: 0471246530;
Global fixed-income markets, both securities and their derivatives, have registered phenomenal growth over the past two decades, yet many instruments and strategies are often misunderstood and, as a result, mishandled for the purposes of effective risk management. 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. The international dimension is also an integral part of the analysis. A true global financial village has emerged, heavily dependent for its operations on real-time international telecommunications networks. The focus of this book is on instruments which can be freely traded internationally, generally without...
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