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  <titleInfo>
    <title>Fixed income markets and their derivatives</title>
  </titleInfo>
  <name type="personal">
    <namePart>Sundaresan, Suresh M.</namePart>
    <role>
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      <placeTerm type="code" authority="marccountry">dr</placeTerm>
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    <place>
      <placeTerm type="text">Australia</placeTerm>
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    <publisher>South-Western Thomson Learning</publisher>
    <dateIssued>2001</dateIssued>
    <edition>2</edition>
    <issuance>monographic</issuance>
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  <language>
    <languageTerm authority="iso639-2b" type="code">spa</languageTerm>
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  <language>
    <languageTerm authority="iso639-2b" type="code">En</languageTerm>
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  <physicalDescription>
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    <extent>xv, 717 p.</extent>
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  <abstract>Markets, mechanisms, and basic tools, 1. -- An overview of fixed-income securities, 3. -- Organization and conduct of debt markets, 43. -- Treasury auctions and selling mechanisms, 77. -- Bond mathematics, 125. -- Yield-Curve analysis - 1, 181. -- Yield-Curve analysis - 2, 201. -- Fixed-income markets and portfolio management, 247. -- Inflation-indexed debt markets, 249. -- Agency and corporate debt markets, 273. -- Securitization and mortgage-Backed securities, 301. -- Tax-Exempt debt markets, 337. -- Emerging debt markets, 355. -- Portfolio-management techniques, 371. -- Fixed-income derivatives and risk management, 401. -- An overview of derivatives markets, 403. -- Options pricing theory with applications to fixed-income markets, 427. -- Treasury futures contracts, 493. -- Eurodollar futures and swaps, 537. -- Models of yield curve and yiel curve derivatives, 597. -- Credit risk, 629. -- Risk management, 655</abstract>
  <note type="statement of responsibility">Suresh M. Sundaresan</note>
  <classification authority="lcc">HG 4650 S957f 2002</classification>
  <relatedItem type="series">
    <titleInfo>
      <title>Current issues in finance</title>
    </titleInfo>
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  <identifier type="isbn">032400446X</identifier>
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    <recordChangeDate encoding="iso8601">20230410115721.0</recordChangeDate>
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