Delivery: Can be download immediately after purchasing. For new customer, we need process for verification from 30 mins to 12 hours.
Version: PDF/EPUB. If you need EPUB and MOBI Version, please contact us.
Compatible Devices: Can be read on any devices.
This book discusses important aspects of fixed income securities in emerging economies. Key features • Clarifies all conceptual and analytical aspects of fixed income securities and bonds, and covers important interest rate and credit derivative instruments in a simple and practical way. • Examines topics such as classifications of fixed income instruments; related risk-return measures; yield curve and term structure of interest rates; interest rate derivatives (forwards, futures and swaps), credit derivatives (credit default swaps); and trading strategies and risk management. • Provides step-by-step explanation of fixed income products by including real-life examples, scenarios and cases, especially in the context of emerging markets. • Presents consistent reference of actual market practices to make the chapters practice oriented while maintaining a lucid style complemented by adequate reading inputs and clear learning outcomes. • Includes complete solutions of numericals and cases for all chapters as an eResource on the Routledge website to aid understanding. The book will serve as a ready guide to both professionals from banking and finance industry (fixed income/bond dealers; fund/investment/portfolio managers; investment bankers; financial analysts/consultants; risk management specialists), and those in academics, including students, research scholars, and teachers in the fields of business management, banking, insurance, finance, financial economics, business economics, and risk management.
This is a digital product.
Demystifying Fixed Income Analytics: A Practical Guide 1st Edition is written by Kedar Nath Mukherjee and published by Routledge India. The Digital and eTextbook ISBNs for Demystifying Fixed Income Analytics are 9781000088700, 1000088707 and the print ISBNs are 9780367674427, 0367674424. Additional ISBNs for this eTextbook include 9780367514792, 9781138358812, 9781003045168, 9781000088694, 9781000088687.

Information Technology for Management: On Demand Strategies for Performance, Growth and Sustainability, Enhanced eText eBook
Microsoft Office Publisher 2007 Step by Step eBook
Exposure Analysis eBook
Graph Theory with Applications to Engineering and Computer Science eBook
Powerpoint 2007 eBook
Microsoft Office - Integration eBook
Elementary and Middle School Mathematics eBook
Mastering Risk and Procurement in Project Management eBook
Murach's SQL Server 2016 for Developers eBook
Facilitating Financial Health: Tools for Financial Planners, Coaches, and Therapists eBook
QuickBooks Online For Dummies eBook
Math for Welders 5th edition eBook
Cracking the AP Physics 1 Exam 2019, Premium Edition eBook
Practice Makes Perfect Mastering Writing eBook
Access 2007 eBook
ggplot2 eBook
The Cannabis Kitchen Cookbook eBook
MyLab Math with Pearson eText -- Student Access Card -- for Algebra and Trigonometry (18 Weeks) eBook
Transnational Law and Practice eBook
Invitation to Public Speaking Handbook eBook
New Perspectives Microsoft Office 365 & Access 2016: Comprehensive eBook
Microsoft Office Excel 2007 Visual Basic for Applications Step by Step eBook
Cultivo de Maconha: O Guia para o Cultivo Indoor de Maconha para Uso Medicinal e Pessoal eBook
Teaching Reading to English Language Learners eBook
Jonathan Edwards's Theology: A Reinterpretation eBook
Lakeside Company eBook
Soil Science and Management eBook
Blues Ain't Nothing But a Good Soul Feeling Bad eBook
Human–Computer Interaction eBook
Geometric Dimensioning and Tolerancing eBook
The User's Manual For The Brain Volume I eBook
Math and Art: An Introduction to Visual Mathematics eBook
Design Disasters: Great Designers, Fabulous Failure, and Lessons Learned eBook
Dynamics 365 for Finance and Operations Development Cookbook - Fourth Edition eBook
Auditing and Assurance Services eBook 


Reviews
There are no reviews yet.