The professional risk managers' guide to financial instruments

Bibliographic Details
Main Authors: Alexander, Carol (Author), Sheedy, Elizabeth (Author)
Corporate Author: Professional Risk Managers International Association
Format: Book
Language:English
Published: New York : McGraw-Hill , c2008
Series:PRMIA risk management series
Subjects:
Online Access:Contributor biographical information
Publisher description
Table of Contents:
  • 1. General characteristics of bonds
  • 2. The analysis of bonds
  • 3. Futures and forwards
  • 4. Swaps
  • 5. Vanilla options
  • 6. Credit derivatives
  • 7. Caps, floors
  • 8. Convertible bonds
  • 9. Simple exotics