Pricing and Hedging Interest and Credit Risk Sensitive Instruments
()
About this ebook
* Starts at an introductory level and then develops advanced topics * Provides plenty of numerical examples rather than mathematical equations to aid full understanding of the strengths and weaknesses of all interest rate derivative models* Can be used for self-study - a complete book on the topic, which includes examples with answers
Frank Skinner
Dr. Frank S. Skinner is Director-Undergraduate Academic Programmes at the ISMA Centre for Education and Research in Security Markets, located at the University of Reading. He is an associate editor for the Journal of Bond Trading and Management and has published in leading academic and practitioner journals including the Journal of Banking and Finance, Journal of Fixed Income, and the Financial Analysts Journal. He has taught on the General Certificate Programme for ISMA for many years. He completed his PhD in Finance at the University of Toronto and has held full time appointments in Canada and at the Stern School of Business in the US. His research is focused on debt markets and instruments, and is in demand as a speaker and a consultant for numerous organisations.
Related to Pricing and Hedging Interest and Credit Risk Sensitive Instruments
Related ebooks
Linear Factor Models in Finance Rating: 4 out of 5 stars4/5The Liquidity Theory of Asset Prices Rating: 5 out of 5 stars5/5The Mathematics of Derivatives: Tools for Designing Numerical Algorithms Rating: 3 out of 5 stars3/5The Futures Bond Basis Rating: 0 out of 5 stars0 ratingsThe Management of Bond Investments and Trading of Debt Rating: 0 out of 5 stars0 ratingsAdvanced Derivatives Pricing and Risk Management: Theory, Tools, and Hands-On Programming Applications Rating: 0 out of 5 stars0 ratingsMacrofinancial Risk Analysis Rating: 0 out of 5 stars0 ratingsCredit Securitisations and Derivatives: Challenges for the Global Markets Rating: 0 out of 5 stars0 ratingsCredit Risk: From Transaction to Portfolio Management Rating: 0 out of 5 stars0 ratingsDiscounted Cash Flow: A Theory of the Valuation of Firms Rating: 0 out of 5 stars0 ratingsPortfolio Risk Analysis Rating: 4 out of 5 stars4/5Interest Rate Risk Management Rating: 1 out of 5 stars1/5An Introduction to the Bond Markets Rating: 0 out of 5 stars0 ratingsStrategic Asset Allocation in Fixed Income Markets: A Matlab Based User's Guide Rating: 0 out of 5 stars0 ratingsDerivative Instruments: A Guide to Theory and Practice Rating: 5 out of 5 stars5/5Rumors in Financial Markets: Insights into Behavioral Finance Rating: 0 out of 5 stars0 ratingsAn Introduction to Credit Derivatives Rating: 0 out of 5 stars0 ratingsThe Mechanics of Securitization: A Practical Guide to Structuring and Closing Asset-Backed Security Transactions Rating: 0 out of 5 stars0 ratingsAdvanced Fixed Income Analysis Rating: 5 out of 5 stars5/5Derivatives Demystified: A Step-by-Step Guide to Forwards, Futures, Swaps and Options Rating: 3 out of 5 stars3/5The Securitization Markets Handbook: Structures and Dynamics of Mortgage- and Asset-backed Securities Rating: 0 out of 5 stars0 ratingsFixed Income Relative Value Analysis: A Practitioners Guide to the Theory, Tools, and Trades Rating: 0 out of 5 stars0 ratingsCorporate Bonds and Structured Financial Products Rating: 5 out of 5 stars5/5Understanding Credit Derivatives and Related Instruments Rating: 5 out of 5 stars5/5Fixed Income Markets and Their Derivatives Rating: 0 out of 5 stars0 ratingsSystematic Investing in Credit Rating: 0 out of 5 stars0 ratingsSecuritization A Complete Guide - 2020 Edition Rating: 0 out of 5 stars0 ratingsYield Curve Modeling and Forecasting: The Dynamic Nelson-Siegel Approach Rating: 4 out of 5 stars4/5Interest Rate Markets: A Practical Approach to Fixed Income Rating: 4 out of 5 stars4/5The Sterling Bonds and Fixed Income Handbook: A practical guide for investors and advisers Rating: 5 out of 5 stars5/5
Strategic Planning For You
The 10X Rule: The Only Difference Between Success and Failure Rating: 5 out of 5 stars5/5The Art of War: A New Translation Rating: 4 out of 5 stars4/5Rocket Fuel (Review and Analysis of Wickman and Winter's Book) Rating: 5 out of 5 stars5/5The 12 Week Year (Review and Analysis of Moran and Lennington's Book) Rating: 5 out of 5 stars5/5The Ultimate Sales Machine (Review and Analysis of Holmes' Book) Rating: 4 out of 5 stars4/5Start Your Own Business: The Only Startup Book You'll Ever Need Rating: 3 out of 5 stars3/5Creating a Business Plan For Dummies Rating: 3 out of 5 stars3/5Strategy Skills: Techniques to Sharpen the Mind of the Strategist Rating: 4 out of 5 stars4/5Start with Strategy: Craft Your Personal Real Estate Portfolio for Lasting Financial Freedom Rating: 0 out of 5 stars0 ratingsHagakure: The Book of the Samurai Rating: 4 out of 5 stars4/5How to Grow Your Small Business: A 6-Step Plan to Help Your Business Take Off Rating: 4 out of 5 stars4/57 Powers: The Foundations of Business Strategy Rating: 5 out of 5 stars5/5Summary of The 33 Strategies of War: by Robert Greene - A Comprehensive Summary Rating: 0 out of 5 stars0 ratingsScaling Up: How a Few Companies Make It...and Why the Rest Don't (Rockefeller Habits 2.0 Revised Edition) Rating: 4 out of 5 stars4/5Business Plan Checklist: Plan your way to business success Rating: 5 out of 5 stars5/5Both/And Thinking: Embracing Creative Tensions to Solve Your Toughest Problems Rating: 0 out of 5 stars0 ratingsGood Strategy Bad Strategy (Review and Analysis of Rumelt's Book) Rating: 3 out of 5 stars3/5Summary: Made to Stick: Review and Analysis of the Heath Brothers' Book Rating: 0 out of 5 stars0 ratingsThe One Page Business Plan (Review and Analysis of Horan's Book) Rating: 5 out of 5 stars5/5The Nonprofit Strategy Revolution: Real-Time Strategic Planning in a Rapid-Response World Rating: 4 out of 5 stars4/5Time Management (The Brian Tracy Success Library) Rating: 5 out of 5 stars5/5New Sales. Simplified.: The Essential Handbook for Prospecting and New Business Development Rating: 4 out of 5 stars4/5The AI Factor: How to Apply Artificial Intelligence and Use Big Data to Grow Your Business Exponentially Rating: 0 out of 5 stars0 ratingsPrimalbranding: Create Belief Systems that Attract Communities Rating: 4 out of 5 stars4/5The Naming Book: 5 Steps to Creating Brand and Product Names that Sell Rating: 5 out of 5 stars5/5The Checklist Manifesto (Review and Analysis of Gawande's Book) Rating: 0 out of 5 stars0 ratingsStart at the End: How Companies Can Grow Bigger and Faster by Reversing Their Business Plan Rating: 5 out of 5 stars5/5Turning Goals into Results (Harvard Business Review Classics): The Power of Catalytic Mechanisms Rating: 4 out of 5 stars4/5Rewired: The McKinsey Guide to Outcompeting in the Age of Digital and AI Rating: 5 out of 5 stars5/5
Reviews for Pricing and Hedging Interest and Credit Risk Sensitive Instruments
0 ratings0 reviews