Catalogue

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Fixed income markets and their derivatives /
Suresh Sundaresan.
edition
3rd ed.
imprint
Burlington, MA : Academic Press, c2009.
description
xvi, 435 p. : ill. ; 25 cm.
ISBN
0123704715, 9780123704719
format(s)
Book
Holdings
More Details
imprint
Burlington, MA : Academic Press, c2009.
isbn
0123704715
9780123704719
catalogue key
6981421
 
Includes bibliographical references and index.
A Look Inside
Reviews
Review Quotes
"Sundaresan's Fixed Income Markets and Their Derivatives, already the most comprehensive textbook on the subject, is thoroughly revised and updated in this new edition. Readers will especially appreciate Sundaresan's coverage of the financial crisis that began in 2007, and his clear explanations of a wide range of fixed-income financial products." --Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA "This new edition of an expansive and erudite text on fixed income markets by one of the most highly respected scholars in the field should be a welcome event for practitioners and academics alike." --Andrew W. Lo, Harris & Harris Group Professor, MIT Sloan School of Management, MA "This book provides an excellent introduction to the fixed income markets. Its well-organized chapters cover both the practical aspects of fixed income securities, contracts, derivatives, and markets as well as the fundamental economic principles needed to navigate the fixed income world. This is definitely a must-have book for anyone interested in learning about these fast-paced markets." --Francis A. Longstaff, Allstate Professor of Insurance and Finance UCLA/Anderson School, CA
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Summaries
Back Cover Copy
A comprehensive blend of theoretical and practical material covering this dynamic market, Suresh Sundaresan's Fixed Income Markets and Their Derivatives provides a detailed view of the debt markets, enhanced in the third edition by extensive exploration of derivatives applications and strategies. Tightly organized chapters create a solid foundation with concepts, definitions and models, and build to complex, but well illustrated, practical examples. More than a textbook, this volume is a valuable addition to the reference bookshelf. --Paul Calello, CEO, Investment Bank, Credit Suisse "Sundaresan's Fixed Income Markets and Their Derivatives, already the most comprehensive textbook on the subject, is thoroughly revised and updated in this new edition. Readers will especially appreciate Sundaresan's coverage of the financial crisis that began in 2007, and his clear explanations of a wide range of fixed-income financial products." --Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA "This new edition of an expansive and erudite text on fixed income markets by one of the most highly respected scholars in the field should be a welcome event for practitioners and academics alike." --Andrew W. Lo, Harris & Harris Group Professor, MIT Sloan School of Management, MA "This book provides an excellent introduction to the fixed income markets. Its well-organized chapters cover both the practical aspects of fixed income securities, contracts, derivatives, and markets as well as the fundamental economic principles needed to navigate the fixed income world. This is definitely a must-have book for anyone interested in learning about these fast-paced markets." --Francis A. Longstaff, Allstate Professor of Insurance and Finance UCLA/Anderson School, CA "This is an outstanding book. What makes it stand out is the truly excellent balance that Professor Sundaresan has managed to achieve between theory and institutional material and between breadth and depth. The book's range is also unusually good with excellent coverage on credit risky bonds, credit derivatives and mortgages. It is an ideal book for MBA courses on fixed income." --Stephen Schaefer, Professor of Finance, London Business School, UK
Bowker Data Service Summary
The third edition of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses.
Main Description
The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students. * New material on Credit Default Swaps, Collateralized Debt Obligations, and an integrated discussion of the Credit Crisis have been added. * Online Resources for instructors on password protected website provides worked out examples for each chapter. * A detailed description of all key financial terms is provided in a glossary at the back of the book.
Main Description
The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students. * New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added. *Online Resources for instructors on password protected website provides worked out examples for each chapter. * A detailed description of all key financial terms is provided in a glossary at the back of the book.
Table of Contents
Fixed Income Markets and Their Derivatives Sundaresan
Overview of Fixed Income Markets
Price-Yield Conventions
Federal Reserve (Central Bank) & Fixed Income Markets
Organization and Transparency of Fixed Income Markets
Financing Debt Securities Repurchase (Repo) Agreements
Actions of Treasury Debt Securities
Bond Mathematics-DV01, Duration and Convexity
Yield Curve and the Term Structure
Models of Yield Curve and the Term Structure
Modeling Credit Risk and Corporate Debt Securities
Mortgages, Federal Agencies & Agency Debt
Mortgage-Backed Securities (MBS)
Inflation-Linked Debt Treasury Inflation Protected Securities (TIPS)
Derivatives on Overnight Interest Rates
Eurodollar Futures Contracts
Interest-Rate Swaps
Treasury Futures Contracts
Credit Default Swaps Single Name, Portfolio and Indexes
Structured Credit Products Collateralized Debt Obligations
Table of Contents provided by Publisher. All Rights Reserved.

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