ISBN 9780070656611,Handbook Of Debt Securities And Interest Rate Derivatives

Handbook Of Debt Securities And Interest Rate Derivatives



Tata McGraw - Hill Education

Publication Year 2007

ISBN 9780070656611

ISBN-10 0070656614


Number of Pages 520 Pages
Language (English)


The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios. Handbook of Debt Securities and Interest Rate Derivatives covers: Debt Securities and Markets Money Market Bond Market in India Primary Market in G-Secs Secondary Market Interest Rate Derivatives Market Practices and Data Sources CD-ROM contains excel worksheets for calculating price yields, cash flows, amortising swaps, etc. With this coverage, this book would serve the needs of financial intermediaries including commercial and cooperative banks, primary dealers, insurance companies, bond funds, corporate treasuries, etc Table of content :- 1. Debt Securities and Markets: An Overview 2. Money Market 3. Bond Market in India 4. The Primary Market in G-Secs 5. The Secondary Market 6. Interest Rate Derivatives 7. Market Practices and Data Sources 8. Valuation of Fixed Income Securities: Basic Concepts 9. Term Structure and Yield Curves 10. Bonds with Options 11. Securitisation 12. Interest Rate Derivatives: Pricing, Hedging and Valuation 13. Measuring the Price Risk: Duration and Convexity 14. Measuring the Price Risk: VaR Approach 15. Debt Securities Portfolios: Management, Classification and Valuation 16. Price and Credit Risk Management Capital Charge 17. Operational Risk 18. Issues in Accounting