An Introduction to the Bond Markets

Patrick J. Brown - Collection Wiley Finance

224 pages, parution le 29/06/2006

Ajouter à une liste

Indisponible

Résumé

This book gives an introduction to the bond markets for practitioners and new entrants who need to understand what they are, how they work and how they can be used, but do not want to be intimidated by mathematical formulae. By the end of the book readers will be able to decide whether to invest in the bond market. The mathematical formulae will be relegated to the appendices and supplemented by a companion website which allows users to enter their own bond market investments, to simulate anticipated events and see the results.

Patrick Brown is well-known as Chairman of the European Bond commission (recently retired)
The only bond book that does not rely heavily on mathematical formulae

L'auteur - Patrick J. Brown

Patrick J. Brown, the well known financial mathematician, has worked in stockbroking and the capital markets for over 35 years. He has previously worked at Datastream and was a director of ISMA in London for a number of years. He was involved in developing the original EFFAS bond indices and has written the official guide to their construction. He has been the chairman of the European Bond Commission and the convenor of the ISO 15022 financial message standard working group. He is also the author of the ISMA publication Bond Markets - Structures and Yield Calculations.

Sommaire

Preface
Introduction
What is a Bond and Who Issues Them?
Types of Bonds and Other Instruments
How Do You Price and Value a Bond?
Bond Options and Variants
Yield Curves
Repos
Option Calculations
Credit and Other Risks and Ratings
Swaps, Futures and Derivatives
Portfolios and Other Considerations
Indices
Appendix A: Using the CD-ROM
Appendix B: Mathematical Formulae
Appendix C: Bond Market Glossary
References
Index

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Patrick J. Brown
Collection	Wiley Finance
Parution	29/06/2006
Nb. de pages	224
Format	17 x 25
Couverture	Relié
Poids	639g
Intérieur	Noir et Blanc
EAN13	9780470015834
ISBN13	978-0-470-01583-4