Fixed-Income Analysis for the Global Financial Market
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A01=Giorgio S. Questa
analysis
Author_Giorgio S. Questa
book explains
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Category=KFFM
decades
derivatives
easier
effective risk
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essential building blocks
fixedincome
growth
instruments
many
misunderstood
new
past
phenomenal
purposes
registered
result
risk
securities
strategies
two
Product details
- ISBN 9780471246534
- Weight: 848g
- Dimensions: 188 x 262mm
- Publication Date: 29 Jul 1999
- Publisher: John Wiley & Sons Inc
- Publication City/Country: US
- Product Form: Hardback
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This comprehensive new book explains and clarifies the essential building blocks underlying the pricing and risk analysis of fixed-income securities and derivatives - using mathematics lightly, to make things easier, not harder. The emphasis throughout is on how-to-do, on building operational knowledge from the ground up. There are more than 300 examples and exhibits based on current market data. You will find essential information on:
* The global money market
* Foreign exchange transaction and foreign exchange derivatives
* Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
* Interest rate swaps, currency swaps, and exchange-traded futures
* Stochastic models and option pricing
* Stochastic models of the yield curve
* The global money market
* Foreign exchange transaction and foreign exchange derivatives
* Bonds and zero coupon bonds - including a risk management-driven discussion of duration and convexity
* Interest rate swaps, currency swaps, and exchange-traded futures
* Stochastic models and option pricing
* Stochastic models of the yield curve
GIORGIO S. QUESTA is a senior consultant at Pareto Partners, a quantitative institutional asset management firm with operations in the U.K., the U.S., and Australia. He teaches a number of graduate courses in finance, both in the U.S. and Europe. Previously, he was the CEO of IMI International, an investment banking and asset management firm with operations in New York, London, Frankfurt, and Luxembourg. He has also worked with Procter & Gamble and Andersen Consulting.
