標題: Titlebook: Capital Market Instruments; Analysis and valuati Moorad Choudhry,Didier Joannas,Rod Pienaar Book 2005Latest edition Moorad Choudhry, Didier [打印本頁] 作者: Flexible 時間: 2025-3-21 19:02
書目名稱Capital Market Instruments影響因子(影響力)
書目名稱Capital Market Instruments影響因子(影響力)學科排名
書目名稱Capital Market Instruments網絡公開度
書目名稱Capital Market Instruments網絡公開度學科排名
書目名稱Capital Market Instruments被引頻次
書目名稱Capital Market Instruments被引頻次學科排名
書目名稱Capital Market Instruments年度引用
書目名稱Capital Market Instruments年度引用學科排名
書目名稱Capital Market Instruments讀者反饋
書目名稱Capital Market Instruments讀者反饋學科排名
作者: GRAVE 時間: 2025-3-21 22:23
Nicht verzagen trotz Muskelhypotoniearket, and in practice they are calibrated to the market yield curve. This is carried out in two ways: either the model is calibrated to market instruments such as money market products and interest-rate swaps, which are used to construct the yield curve, or the yield curve is constructed from marke作者: frenzy 時間: 2025-3-22 04:00
Market-Determined Interest Rates, and the Time Value of Money the investment, who has issued shares or bonds, must therefore compensate the investor for bearing these two risks. This makes sense, as if compensation was not forthcoming the investor would not be prepared to part with his cash.作者: Curmudgeon 時間: 2025-3-22 04:54 作者: Aerophagia 時間: 2025-3-22 10:06 作者: 陪審團每個人 時間: 2025-3-22 16:20 作者: 陪審團每個人 時間: 2025-3-22 20:49 作者: 憤怒事實 時間: 2025-3-22 22:37 作者: PHIL 時間: 2025-3-23 01:25 作者: 凝結劑 時間: 2025-3-23 08:51
Interest Rate Modelling It is not possible to deliver a comprehensive summary in just one chapter, but our aim is to cover the basic concepts. As ever, interested readers are directed to the bibliography, which lists the more accessible titles in this area.作者: hypnotic 時間: 2025-3-23 11:02
Swapshe market has also seen swaps that involve a futures or forward component, as well as swaps that involve an option component. The main types of swap are interest rate swaps, asset swaps, basis swaps, fixed-rate currency swaps and currency coupon swaps.作者: 禁止,切斷 時間: 2025-3-23 15:31
Book 2005Latest editionts such as index-linked bonds, asset backed securities, mortgage backed securities and related products such as credit derivatives. However, fundamental concepts in equity market analysis, foreign exchange and money markets are also covered to provide a comprehensive overview. The focus is on analys作者: 討人喜歡 時間: 2025-3-23 19:41 作者: insurrection 時間: 2025-3-23 23:39
https://doi.org/10.1007/978-3-662-56571-1nd show how these differ from those employed in other markets. Not all index-linked bonds link both coupon and maturity payments to a specified index; in some markets only the coupon payment is index-linked. Generally the most liquid market available will be the government bond market in index-linked instruments.作者: 埋葬 時間: 2025-3-24 03:02 作者: 信徒 時間: 2025-3-24 10:14 作者: PARA 時間: 2025-3-24 11:29
Inflation-Indexed Bonds and Derivativesnd show how these differ from those employed in other markets. Not all index-linked bonds link both coupon and maturity payments to a specified index; in some markets only the coupon payment is index-linked. Generally the most liquid market available will be the government bond market in index-linked instruments.作者: Adulate 時間: 2025-3-24 15:03 作者: alcoholism 時間: 2025-3-24 20:21
Fixed Income Securities I: The Bond Marketsese bonds are virtually as secure as government bonds. Corporate borrowers issue bonds both to raise finance for major projects and to cover ongoing and operational expenses. Corporate finance is a mixture of debt and equity, and a specific capital project will often be financed by a mixture of both.作者: 陰謀 時間: 2025-3-24 23:54 作者: Foam-Cells 時間: 2025-3-25 04:09
Book 2005Latest editionis and valuation techniques, presented for the purposes of practical application. The book includes an accompanying CD-ROM with RATE software, designed to introduce readers to yield curve modelling. It also includes calculators for vanilla interest rate swaps and caps.作者: 容易懂得 時間: 2025-3-25 08:43 作者: 歡笑 時間: 2025-3-25 12:37 作者: heckle 時間: 2025-3-25 18:36
2946-2010 e, designed to introduce readers to yield curve modelling. It also includes calculators for vanilla interest rate swaps and caps.978-1-349-52426-6978-0-230-50898-9Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: 槍支 時間: 2025-3-25 22:58 作者: faculty 時間: 2025-3-26 00:18 作者: Flatter 時間: 2025-3-26 04:59 作者: 紅腫 時間: 2025-3-26 11:08 作者: 業(yè)余愛好者 時間: 2025-3-26 14:36 作者: stress-response 時間: 2025-3-26 17:43
Interest Rate Modellinge or . modelling has been extensively researched in the financial economics literature; it is possibly the most heavily covered subject in that field. It is not possible to deliver a comprehensive summary in just one chapter, but our aim is to cover the basic concepts. As ever, interested readers ar作者: rheumatism 時間: 2025-3-26 23:25 作者: 匍匐 時間: 2025-3-27 04:31 作者: hermetic 時間: 2025-3-27 05:43
Inflation-Indexed Bonds and Derivativesors’ experience with inflation-indexed bonds differs across countries, as they were introduced at different times, and as a result the exact design of . varies across the different markets. This of course makes the comparison of issues such as yield difficult, and has in the past acted as a hindranc作者: antiquated 時間: 2025-3-27 12:01
Mortgage-Backed Securitiessset-backed market was developed in the United States and is a large, diverse market containing a wide variety of instruments. The characteristics of asset-backed securities (ABS) present additional features in their analysis, which are investigated in this and the next two chapters. Financial engin作者: seduce 時間: 2025-3-27 17:14 作者: 散步 時間: 2025-3-27 20:45
Swapsies, for example a fixed interest rate security combined with a floating interest rate security, possibly also combined with a currency transaction. The market has also seen swaps that involve a futures or forward component, as well as swaps that involve an option component. The main types of swap a作者: 想象 時間: 2025-3-28 01:34 作者: 聲明 時間: 2025-3-28 04:53
978-1-349-52426-6Moorad Choudhry, Didier Joannas, Richard Pereira and Rod Pienaar 2005作者: 發(fā)電機 時間: 2025-3-28 09:03
Extrembelastungen der Verfolgung,t are often labelled thus. The range of instruments is large and diverse, and it would be possible to stock a library full of books on various aspects of this subject. Space dictates that the discussion be restricted to basic, fundamental concepts as applied in practice across commercial and investm作者: 親屬 時間: 2025-3-28 12:20 作者: 半球 時間: 2025-3-28 17:33 作者: 排他 時間: 2025-3-28 19:10 作者: 帽子 時間: 2025-3-29 00:13
Maximiliane Wilkesmann,Uwe Wilkesmannknown fixed cash flows and maturity date. They are not satisfactory for use with bonds that contain . such as callable bonds, or instruments with unknown final redemption dates such as mortgage-backed bonds.. For these and other bonds that exhibit uncertainties in their cash flow pattern and redempt作者: 軍械庫 時間: 2025-3-29 03:28 作者: Bridle 時間: 2025-3-29 07:44
Nicht verzagen trotz Muskelhypotonied earlier. For a number of reasons, however, this does not produce accurate results, and so other methods are used instead. The term structure models described in the previous chapter defined the interest rate process under various assumptions about the nature of the stochastic process that drives t作者: 廚師 時間: 2025-3-29 11:35 作者: Medley 時間: 2025-3-29 16:59
https://doi.org/10.1007/978-3-662-56571-1ors’ experience with inflation-indexed bonds differs across countries, as they were introduced at different times, and as a result the exact design of . varies across the different markets. This of course makes the comparison of issues such as yield difficult, and has in the past acted as a hindranc作者: 不適當 時間: 2025-3-29 21:42
(Nicht)Besucher quantitativ gesehen,sset-backed market was developed in the United States and is a large, diverse market containing a wide variety of instruments. The characteristics of asset-backed securities (ABS) present additional features in their analysis, which are investigated in this and the next two chapters. Financial engin作者: 潛移默化 時間: 2025-3-30 00:03
(Nicht)Besucher quantitativ gesehen,as a form of repackaged high-yield bonds. The market experienced sharp growth in the second half of the 1990s, due to a combination of investor demand for higher yields allied to credit protection, and the varying requirements of originators, such as balance sheet management and lower-cost funding.作者: 星球的光亮度 時間: 2025-3-30 05:52 作者: fatty-acids 時間: 2025-3-30 08:18
Capital Market Instruments978-0-230-50898-9Series ISSN 2946-2010 Series E-ISSN 2946-2029 作者: 嚴厲譴責 時間: 2025-3-30 12:58
,Burnout-Stopp – Fangen Sie bei sich an,a such as money market rates, swap rates, interest rates futures or bond prices as inputs. Despite the name, it is not in fact the ‘zero coupon’ rates that are the most important output from a curve fitting methodology, but rather a set of quantities known as .. It is these that are crucial for the pricing of interest rate-based instruments.作者: CHURL 時間: 2025-3-30 19:07 作者: HUSH 時間: 2025-3-30 23:55 作者: Generalize 時間: 2025-3-31 03:42
Collateralised Debt Obligationsas a form of repackaged high-yield bonds. The market experienced sharp growth in the second half of the 1990s, due to a combination of investor demand for higher yields allied to credit protection, and the varying requirements of originators, such as balance sheet management and lower-cost funding.作者: 玷污 時間: 2025-3-31 06:07
Finance and Capital Markets Serieshttp://image.papertrans.cn/c/image/221418.jpg作者: Hla461 時間: 2025-3-31 10:41 作者: nocturia 時間: 2025-3-31 15:06
,Burnout-Stopp – Fangen Sie bei sich an,In this chapter we introduce the basic concepts of securitisation and look at the motivation behind their use, as well as their economic impact. We illustrate the process with a brief hypothetical case study.作者: Dri727 時間: 2025-3-31 18:00
https://doi.org/10.1007/978-3-658-29448-9The market in short-term interest-rate derivatives is a large and liquid one, and the instruments involved are used for a variety of purposes. Here we review the two main contracts used in money markets trading, the . and the ..
