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Fixed income and interest rate derivative analysis = Mark Britten-Jones.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Fixed income and interest rate derivative analysis/
Reminder of title:	Mark Britten-Jones.
Author:	Britten-Jones, Mark,
Published:	Oxford ;Butterworth-Heinemann, : 1998.,
Description:	1 online resource (xiii, 164 p.) :ill.
Notes:	Description based on print version record.
[NT 15003449]:	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.
Subject:	Cash flow. -
Online resource:	http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=297196
Online resource:	http://www.sciencedirect.com/science/book/9780750640121
Online resource:	http://public.eblib.com/EBLPublic/PublicView.do?ptiID=452949Click here to view book
Online resource:	http://www.loc.gov/catdir/toc/els033/99164256.html
Online resource:	http://www.loc.gov/catdir/description/els033/99164256.html
ISBN:	0080506542 (electronic bk.)

Fixed income and interest rate derivative analysis = Mark Britten-Jones.
Britten-Jones, Mark,1963-

Fixed income and interest rate derivative analysisMark Britten-Jones.[electronic resource] / - Oxford ;Butterworth-Heinemann,1998. - 1 online resource (xiii, 164 p.) :ill.

Description based on print version record.

Includes bibliographical references and index.

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.

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.

ISBN: 0080506542 (electronic bk.)Subjects--Topical Terms:

658163
Cash flow.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HG4650 / .B75 1998eb

Dewey Class. No.: 332.632044

Fixed income and interest rate derivative analysis = Mark Britten-Jones.
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500 $a Description based on print version record.
504 $a Includes bibliographical references and index.
505 0 $a 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 $a 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.
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856 4 0 $3 ScienceDirect $u http://www.sciencedirect.com/science/book/9780750640121
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856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/els033/99164256.html
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