Fixed Income Markets and Their Derivatives

The 3e of this wellrespected textbook continues the tradition of providingclear and concise explanations for fixed income securities pricing andmarkets. The boo... » 

The 3e of this wellrespected textbook continues the tradition of providingclear and concise explanations for fixed income securities pricing andmarkets. The book matches well with fixed income securities courses. The booksorganization emphasizes institutions in the first part analytics in thesecond selected segments of fixed income markets in the third and fixedincome derivatives in the fourth. This enables instructors to customize thematerial to suit their course structure and the mathematical ability of theirstudents. New material on Credit Default Swaps Collateralized Debt Obligations and anintergrated discussion of the Credit Crisis have been added.Online Resourcesfor instructors on password protected website provides worked out examples foreach chapter. A detailed description of all key financial terms is provided ina glossary at the back of the book. «