Floating–Rate Securities

Gebonden Engels 2000 9781883249656
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Floating–Rate Securities is the only complete resource on "floaters" that fills the information void surrounding these complex securities. It explains the basics of floating rate securities, how to value them, techniques to compute spread measures for relative value analysis, and much more.

Specificaties

ISBN13:9781883249656
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:234

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

About the Authors.
<br />
<br /> 1. Features and Investment Characteristics of Floaters.
<br />
<br /> 2. The Choice of a Floater′s Reference Rate.
<br />
<br /> 3. Introduction to the Valuation of Floaters.
<br />
<br /> 4. Valuing Floaters with Embedded Options.
<br />
<br /> 5. Spread Measures and Spread Duration.
<br />
<br /> 6. Relative Value Analysis Using the Interest Rate Swap Market.
<br />
<br /> 7. Adjustable–Rate Mortgage Passthrough Securities.
<br />
<br /> 8. CMO Floaters.
<br />
<br /> 9. ABS Floaters.
<br />
<br /> 10. Analysis of MBS and ABS Floaters.
<br />
<br /> 11. Inverse Floaters.
<br />
<br /> Index.

Managementboek Top 100

Rubrieken

    Personen

      Trefwoorden

        Floating–Rate Securities