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Fixed Income and Interest Rate Derivative Analysis

Mark Britten-Jones




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 | #2686823 in eBooks |  1998-10-15 |  1998-10-15 | File type: PDF

||5 of 6 people found the following review helpful.| Good book for intermediate level|By Customer|The book, though terse and short, is brilliant for a quick tour through the fixed income aspects of bonds, swaps and derivative instruments.
I would have liked more detail on FRNs and Swaps with some practical examples of real FRNs with Interest swaps. An area which many books fail to address. Also the book should have put mo|From the Publisher|Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.

Concepts inroduced in this book are reinforced and explained, not with the use of hig...

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