大葉大學圖書館 |

Lecture notes in fixed income fundamentals[electronic resource] /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	332.632044
書名/作者:	Lecture notes in fixed income fundamentals/ Eliezer Z Prisman.
作者:	Prisman, Eliezer Z.
出版者:	Singapore : : World Scientific,, c2017.
面頁冊數:	1 online resource (269 p.) : : ill. (some col.)
附註:	Title from PDF file title page (viewed March 15, 2017)
標題:	Fixed-income securities.
標題:	Electronic books.
ISBN:	9789813149779
摘要、提要註:	"Written for undergraduates, this book is dedicated to fixed income fundamentals that do not require modeling the dynamics of interest rates. The book concentrates on understanding and explaining the pillars of fixed income markets, using the modern finance approach implied by the "no free lunch" condition. It focuses on conceptual understanding so that novice readers will be familiar with tools needed to analyze bond markets. Institutional information is covered only to the extent that is necessary to obtain full appreciation of concepts. This volume will equip readers with a solid and intuitive understanding of the No Arbitrage Condition — its link to the existence and estimation of the term structure of interest rates, and to valuation of financial contracts. Using the modern approach of arbitrage arguments, the book addresses positions and contracts that do not require modeling evolution of interest rates. As such, it welcomes readers lacking the technical background for this modeling, and provides them with good intuition for interest rates, no arbitrage condition, bond markets and certain financial contracts."--Publisher's website.
電子資源:	http://www.worldscientific.com/worldscibooks/10.1142/10271#t=toc

Lecture notes in fixed income fundamentals[electronic resource] /
Prisman, Eliezer Z.

Lecture notes in fixed income fundamentals[electronic resource] /Eliezer Z Prisman. - 1st ed. - Singapore :World Scientific,c2017. - 1 online resource (269 p.) :ill. (some col.) - World Scientific lecture notes in finance,vol. 22424-9955 ;. - World Scientific lecture notes in finance ;vol. 2..

Title from PDF file title page (viewed March 15, 2017)

"Written for undergraduates, this book is dedicated to fixed income fundamentals that do not require modeling the dynamics of interest rates. The book concentrates on understanding and explaining the pillars of fixed income markets, using the modern finance approach implied by the "no free lunch" condition. It focuses on conceptual understanding so that novice readers will be familiar with tools needed to analyze bond markets. Institutional information is covered only to the extent that is necessary to obtain full appreciation of concepts. This volume will equip readers with a solid and intuitive understanding of the No Arbitrage Condition — its link to the existence and estimation of the term structure of interest rates, and to valuation of financial contracts. Using the modern approach of arbitrage arguments, the book addresses positions and contracts that do not require modeling evolution of interest rates. As such, it welcomes readers lacking the technical background for this modeling, and provides them with good intuition for interest rates, no arbitrage condition, bond markets and certain financial contracts."--Publisher's website.

Electronic reproduction.
Singapore :
World Scientific,
[2017]

Mode of access: World Wide Web.

ISBN: 9789813149779

LCCN: 2016035725Subjects--Topical Terms:

386543
Fixed-income securities.

LC Class. No.: HG4650 / .P75 2017

Dewey Class. No.: 332.632044

Lecture notes in fixed income fundamentals[electronic resource] /
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500 $a Title from PDF file title page (viewed March 15, 2017)
500 $a Includes index.
520 $a "Written for undergraduates, this book is dedicated to fixed income fundamentals that do not require modeling the dynamics of interest rates. The book concentrates on understanding and explaining the pillars of fixed income markets, using the modern finance approach implied by the "no free lunch" condition. It focuses on conceptual understanding so that novice readers will be familiar with tools needed to analyze bond markets. Institutional information is covered only to the extent that is necessary to obtain full appreciation of concepts. This volume will equip readers with a solid and intuitive understanding of the No Arbitrage Condition — its link to the existence and estimation of the term structure of interest rates, and to valuation of financial contracts. Using the modern approach of arbitrage arguments, the book addresses positions and contracts that do not require modeling evolution of interest rates. As such, it welcomes readers lacking the technical background for this modeling, and provides them with good intuition for interest rates, no arbitrage condition, bond markets and certain financial contracts."--Publisher's website.
533 $a Electronic reproduction. $b Singapore : $c World Scientific, $d [2017]
538 $a Mode of access: World Wide Web.
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