Accounting For Investments Fixed Income Securities And Interest Rate Derivatives PDF Download
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| Author | : R. Venkata Subramani |
| Publisher | : John Wiley & Sons |
| Total Pages | : 744 |
| Release | : 2011-07-07 |
| Genre | : Business & Economics |
| ISBN | : 0470829052 |
Download Accounting for Investments, Volume 2 Book in PDF, ePub and Kindle
A comprehensive guide to new and existing accounting practices for fixed income securities and interest rate derivatives The financial crisis forced accounting standard setters and market regulators around the globe to come up with new proposals for modifying existing practices for investment accounting. Accounting for Investments, Volume 2: Fixed Income and Interest Rate Derivatives covers these revised standards, as well as those not yet implemented, in detail. Beginning with an overview of the financial products affected by these changes—defining each product, the way it is structured, its advantages and disadvantages, and the different events in the trade life cycle—the book then examines the information that anyone, person or institution, holding fixed income security and interest rate investments must record. Offers a comprehensive overview of financial products including fixed income and interest rate derivatives like interest rate swaps, caps, floors, collars, cross currency swaps, and more Follows the trade life cycle of each product Explains how new and anticipated changes in investment accounting affect the investment world Accurately recording and reporting investments across financial products requires extensive knowledge both of new and existing practices, and Accounting for Investments, Volume 2, Fixed Income Securities and Interest Rate Derivatives covers this important topic in-depth, making it an invaluable resource for professional and novice accountants alike.
| Author | : Siddhartha Jha |
| Publisher | : John Wiley & Sons |
| Total Pages | : 373 |
| Release | : 2011-02-11 |
| Genre | : Business & Economics |
| ISBN | : 111801779X |
Download Interest Rate Markets Book in PDF, ePub and Kindle
How to build a framework for forecasting interest rate market movements With trillions of dollars worth of trades conducted every year in everything from U.S. Treasury bonds to mortgage-backed securities, the U.S. interest rate market is one of the largest fixed income markets in the world. Interest Rate Markets: A Practical Approach to Fixed Income details the typical quantitative tools used to analyze rates markets; the range of fixed income products on the cash side; interest rate movements; and, the derivatives side of the business. Emphasizes the importance of hedging and quantitatively managing risks inherent in interest rate trades Details the common trades which can be used by investors to take views on interest rates in an efficient manner, the methods used to accurately set up these trades, as well as common pitfalls and risks?providing examples from previous market stress events such as 2008 Includes exclusive access to the Interest Rate Markets Web site which includes commonly used calculations and trade construction methods Interest Rate Markets helps readers to understand the structural nature of the rates markets and to develop a framework for thinking about these markets intuitively, rather than focusing on mathematical models
| Author | : Robert A. Jarrow |
| Publisher | : Stanford University Press |
| Total Pages | : 376 |
| Release | : 2002 |
| Genre | : Business & Economics |
| ISBN | : 9780804744386 |
Download Modeling Fixed-Income Securities and Interest Rate Options Book in PDF, ePub and Kindle
This text seeks to teach the basics of fixed-income securities in a way that requires a minimum of prerequisites. Its approach - the Heath Jarrow Morton model - under which all other models are presented as special cases, aims to enhance understanding while avoiding repetition.
| Author | : R. Venkata Subramani |
| Publisher | : John Wiley & Sons |
| Total Pages | : 671 |
| Release | : 2011-11-03 |
| Genre | : Business & Economics |
| ISBN | : 1118179617 |
Download Accounting for Investments, Volume 1 Book in PDF, ePub and Kindle
The 2008 financial crisis highlighted the need for responsible corporate governance within financial institutions. The key to ensuring that adequate standards are maintained lies with effective accounting and auditing standards. Accounting for Investments: Equities, Futures and Options offers a comprehensive overview of these key financial instruments and their treatment in the accounting sector, with special reference to the regulatory requirements. The book uses the US GAAP requirements as the standard model and the IFRS variants of the same are also given. Accounting for Investments starts from the basics of each financial product and: defines the product analyses the structure of the product evaluates its advantages and disadvantages describes the different events in the trade cycle elaborates on the accounting entries related to these events. The author also explains how the entries are reflected in the general ledger accounts, thus providing a macro level picture for the reader to understand the impact of such accounting. Lucidly written and informative, Accounting for Investments is a comprehensive guide for any professional dealing with these complex products. It also provides an accessible text for technology experts who develop software and support systems for the finance industry.
| Author | : Robert Jarrow |
| Publisher | : CRC Press |
| Total Pages | : 385 |
| Release | : 2019-09-17 |
| Genre | : Mathematics |
| ISBN | : 0429780214 |
Download Modeling Fixed Income Securities and Interest Rate Options Book in PDF, ePub and Kindle
Modeling Fixed Income Securities and Interest Rate Options, Third Edition presents the basics of fixed-income securities in a way that, unlike competitive texts, requires a minimum of prerequisites. While other books focus heavily on institutional details of the bond market, all of which could easily be learned "on the job," the third edition of this classic textbook is more focused with presenting a coherent theoretical framework for understanding all basic models. The author’s unified approach—the Heath Jarrow Morton model—under which all other models are presented as special cases, enhances understanding of the material. The author’s pricing model is widely used in today’s securities industry. This new edition offers many updates to align with advances in the research and requires a minimum of prerequisites while presenting the basics of fixed-income securities. Highlights of the Third Edition Chapters 1-16 completely updated to align with advances in research Thoroughly eliminates out-of-date material while advancing the presentation Includes an ample amount of exercises and examples throughout the text which illustrate key concepts .
| Author | : Frank Fabozzi |
| Publisher | : McGraw Hill Professional |
| Total Pages | : 37 |
| Release | : 2005-04-15 |
| Genre | : Business & Economics |
| ISBN | : 0071715568 |
Download The Handbook of Fixed Income Securities, Chapter 55 - Interest-Rate Swaps and Swaptions Book in PDF, ePub and Kindle
From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.
| Author | : Lionel Martellini |
| Publisher | : John Wiley & Sons |
| Total Pages | : 662 |
| Release | : 2005-09-27 |
| Genre | : Business & Economics |
| ISBN | : 0470868228 |
Download Fixed-Income Securities Book in PDF, ePub and Kindle
This textbook will be designed for fixed-income securities courses taught on MSc Finance and MBA courses. There is currently no suitable text that offers a 'Hull-type' book for the fixed income student market. This book aims to fill this need. The book will contain numerous worked examples, excel spreadsheets, with a building block approach throughout. A key feature of the book will be coverage of both traditional and alternative investment strategies in the fixed-income market, for example, the book will cover the modern strategies used by fixed-income hedge funds. The text will be supported by a set of PowerPoint slides for use by the lecturer First textbook designed for students written on fixed-income securities - a growing market Contains numerous worked examples throughout Includes coverage of important topics often omitted in other books i.e. deriving the zero yield curve, deriving credit spreads, hedging and also covers interest rate and credit derivatives
| Author | : Moorad Choudhry |
| Publisher | : John Wiley & Sons |
| Total Pages | : 708 |
| Release | : 2014-06-17 |
| Genre | : Business & Economics |
| ISBN | : 1118171756 |
Download Fixed Income Markets Book in PDF, ePub and Kindle
A comprehensive, in-depth look at global debt capital markets in the post-crisis world Fully updated with comprehensive coverage of the post-crisis debt markets and their impact on key industry issues, Fixed Income Markets: Management, Trading, and Hedging, Second Edition offers insights into derivative pricing, cross-currency hedging, and new liquidity legislation. Written by Choudhry, Moskovic, and Wong, Fixed Income Markets is an indispensable read for anyone working in bond markets, interest-rate markets, and credit derivatives markets looking to better understand today's debt markets. This acclaimed book takes a unique look into the leading practices in bond markets as well as post-credit-crunch impacts on pricing that are rarely captured in textbooks. The new edition provides expanded coverage on a wide range of topics within hedging, derivatives, bonds, rebalancing, and global debt capital markets. New topics include: Dynamic hedging practices and cross-currency hedging Collateralized and uncollateralized derivatives, and their impact on valuation Callable bonds, pricing, trading, and regulatory aspects related to liquidity Rebalancing as a method for capturing contingencies and other complex imbedded risks As a bonus, the book includes reference information for statistical concepts and fixed income pricing, as well as a full glossary and index. Written in Choudhry's usual accessible style, Fixed Income Markets is a comprehensive and in-depth account of the global debt capital markets in today's post-crisis world.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 296 |
| Release | : 1998-01-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249250 |
Download Valuation of Fixed Income Securities and Derivatives Book in PDF, ePub and Kindle
The authoritative resource for understanding and practicing valuation of both common fixed income investment vehicles and complex derivative instruments-now updated to cover valuing interest rate caps and floors.
| Author | : Sunil Kumar Parameswaran |
| Publisher | : Walter de Gruyter GmbH & Co KG |
| Total Pages | : 394 |
| Release | : 2019-11-18 |
| Genre | : Business & Economics |
| ISBN | : 1547400684 |
Download Fixed Income Securities Book in PDF, ePub and Kindle
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals. Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.
