000			01446nam a22001577a 4500
999			_c22725 _d22725
020			_a9780367674427
082			_a332.632044 _bMUK
100			_aMukherjee, Kedar Nath
245			_aDemystifying fixed income analytics : _ba practical guide / _cKedar Nath Mukherjee
260			_aMilton ; _bTaylor & Francis Group, _c2020.
300			_axxx, 459 pages : _billustrations (black and white) ; _c24 cm
505			_aLists of Figures, Tables, Case Studies. Foreword by G. Mahalingam. Preface. Acknowledgements. Abbreviations 1. Fixed Income Securities Market: An Overview 2. Fixed Income Instruments: Various Classifications 3. Basic Statistics 4. Risk and Return Measures 5. Term Structures of Interest Rates 6. Pricing and Valuation Techniques 7. Interest Rate Sensitivity Measures 8. Financial Derivatives Contract 9. Interest Rate Futures 10. Forward Rate Agreement and Interest Rate Swaps 11. Interest Rate Options and Structured Products 12. Credit Default Swaps 13. Trading and Management Strategies 14. Risk Management (Focus: Market Risk). Glossary. Index
520			_aThis book discusses important conceptual and analytical aspects of fixed income securities in emerging economies. It examines fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate and credit derivatives; and trading strategies and risk management.
650			_aFixed-income securities
942			_2ddc _cBK