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008 060907n2001 dr spa
020 _a032400446X
035 _9funglode60
041 _aEn
050 1 4 _aHG 4650 S957f 2002
100 _aSundaresan, Suresh M.
245 1 _aFixed income markets and their derivatives /
_cSuresh M. Sundaresan
250 _a2
260 _aAustralia :
_bSouth-Western Thomson Learning,
_c2001
300 _axv, 717 p.
440 _aCurrent issues in finance
520 _aMarkets, 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
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