Author: Frank J. Fabozzi
Publisher: Irwin Professional Publishing
ISBN: 9781557380746
Category : Business & Economics
Languages : en
Pages : 486
Book Description
Essays discuss yield measures, price volatility, term structure estimation, zero coupon Treasury securities, repurchase agreements, mortgage-backed products, options and futures
The Handbook of U.S. Treasury & Government Agency Securities
Author: Frank J. Fabozzi
Publisher: Irwin Professional Publishing
ISBN: 9781557380746
Category : Business & Economics
Languages : en
Pages : 486
Book Description
Essays discuss yield measures, price volatility, term structure estimation, zero coupon Treasury securities, repurchase agreements, mortgage-backed products, options and futures
Publisher: Irwin Professional Publishing
ISBN: 9781557380746
Category : Business & Economics
Languages : en
Pages : 486
Book Description
Essays discuss yield measures, price volatility, term structure estimation, zero coupon Treasury securities, repurchase agreements, mortgage-backed products, options and futures
Handbook of U.S. Government & Federal Agency Securities, & Related Money Market Instruments
Author: First Boston Corporation
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 256
Book Description
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 256
Book Description
The Handbook of Fixed Income Securities, Chapter 10 - U.S. Treasury and Agency Securities
Author: Frank Fabozzi
Publisher: McGraw Hill Professional
ISBN: 0071718281
Category : Business & Economics
Languages : en
Pages : 26
Book Description
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.
Publisher: McGraw Hill Professional
ISBN: 0071718281
Category : Business & Economics
Languages : en
Pages : 26
Book Description
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.
Handbook of U. S. Treasury and Federal Agency Securities, Including Other Short-term Money Market Instruments
Author: Carroll, McEntee & McGinley
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 44
Book Description
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 44
Book Description
Handbook of Securities of the United States Government and Federal Agencies, and Related Money Market Instruments
Author: First Boston Corporation
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 204
Book Description
Publisher:
ISBN:
Category : Bonds
Languages : en
Pages : 204
Book Description
Handbook of Marketable U. S. Treasury and Agency Securities
Author: Carroll, McEntee & McGinley
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 32
Book Description
Publisher:
ISBN:
Category : Investments
Languages : en
Pages : 32
Book Description
Handbook of Securities of the United States Government and Federal Agencies and Related Money Market Instruments
Green Book
Author: U.s. Department of the Treasury
Publisher: Createspace Independent Publishing Platform
ISBN: 9781522943518
Category :
Languages : en
Pages : 144
Book Description
Welcome to the Green Book a comprehensive guide for financial institutions that receive ACH payments from the Federal government. Today, the vast majority of Federal payments are made via the ACH. With very few exceptions, Federal government ACH transactions continue to be subject to the same rules as private industry ACH payments. As a result, the Green Book continues to get smaller in size and is designed to deal primarily with exceptions or issues unique to Federal government operations.
Publisher: Createspace Independent Publishing Platform
ISBN: 9781522943518
Category :
Languages : en
Pages : 144
Book Description
Welcome to the Green Book a comprehensive guide for financial institutions that receive ACH payments from the Federal government. Today, the vast majority of Federal payments are made via the ACH. With very few exceptions, Federal government ACH transactions continue to be subject to the same rules as private industry ACH payments. As a result, the Green Book continues to get smaller in size and is designed to deal primarily with exceptions or issues unique to Federal government operations.
The Handbook of U.S. Government and Federal Agency Securities
Author: First Boston Corporation
Publisher: Irwin Professional Publishing
ISBN: 9781557381682
Category : Business & Economics
Languages : en
Pages : 245
Book Description
Publisher: Irwin Professional Publishing
ISBN: 9781557381682
Category : Business & Economics
Languages : en
Pages : 245
Book Description
Handbook of Fixed-Income Securities
Author: Pietro Veronesi
Publisher: John Wiley & Sons
ISBN: 1118709195
Category : Business & Economics
Languages : en
Pages : 630
Book Description
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.
Publisher: John Wiley & Sons
ISBN: 1118709195
Category : Business & Economics
Languages : en
Pages : 630
Book Description
A comprehensive guide to the current theories and methodologies intrinsic to fixed-income securities Written by well-known experts from a cross section of academia and finance, Handbook of Fixed-Income Securities features a compilation of the most up-to-date fixed-income securities techniques and methods. The book presents crucial topics of fixed income in an accessible and logical format. Emphasizing empirical research and real-life applications, the book explores a wide range of topics from the risk and return of fixed-income investments, to the impact of monetary policy on interest rates, to the post-crisis new regulatory landscape. Well organized to cover critical topics in fixed income, Handbook of Fixed-Income Securities is divided into eight main sections that feature: • An introduction to fixed-income markets such as Treasury bonds, inflation-protected securities, money markets, mortgage-backed securities, and the basic analytics that characterize them • Monetary policy and fixed-income markets, which highlight the recent empirical evidence on the central banks’ influence on interest rates, including the recent quantitative easing experiments • Interest rate risk measurement and management with a special focus on the most recent techniques and methodologies for asset-liability management under regulatory constraints • The predictability of bond returns with a critical discussion of the empirical evidence on time-varying bond risk premia, both in the United States and abroad, and their sources, such as liquidity and volatility • Advanced topics, with a focus on the most recent research on term structure models and econometrics, the dynamics of bond illiquidity, and the puzzling dynamics of stocks and bonds • Derivatives markets, including a detailed discussion of the new regulatory landscape after the financial crisis and an introduction to no-arbitrage derivatives pricing • Further topics on derivatives pricing that cover modern valuation techniques, such as Monte Carlo simulations, volatility surfaces, and no-arbitrage pricing with regulatory constraints • Corporate and sovereign bonds with a detailed discussion of the tools required to analyze default risk, the relevant empirical evidence, and a special focus on the recent sovereign crises A complete reference for practitioners in the fields of finance, business, applied statistics, econometrics, and engineering, Handbook of Fixed-Income Securities is also a useful supplementary textbook for graduate and MBA-level courses on fixed-income securities, risk management, volatility, bonds, derivatives, and financial markets. Pietro Veronesi, PhD, is Roman Family Professor of Finance at the University of Chicago Booth School of Business, where he teaches Masters and PhD-level courses in fixed income, risk management, and asset pricing. Published in leading academic journals and honored by numerous awards, his research focuses on stock and bond valuation, return predictability, bubbles and crashes, and the relation between asset prices and government policies.