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[统计套利] Fixed Income Markets and Their Derivatives [分享]

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初级学术勋章 初级热心勋章 中级学术勋章 中级热心勋章 初级信用勋章

lasgpope 学生认证  发表于 2015-5-26 04:33:49 |显示全部楼层
本帖最后由 lasgpope 于 2015-5-26 07:59 编辑

The 3e of this well-respected textbook continues the tradition of providing clear and concise explanations for fixed income securities, pricing, and markets. The book matches well with fixed income securities courses. The book's organization emphasizes institutions in the first part, analytics in the second, selected segments of fixed income markets in the third, and fixed income derivatives in the fourth. This enables instructors to customize the material to suit their course structure and the mathematical ability of their students.  

* New material on Credit Default Swaps, Collateralized Debt Obligations, and an intergrated discussion of the Credit Crisis have been added.
*Online Resources for instructors on password protected website provides worked out examples for each chapter.
* A detailed description of all key financial terms is provided in a glossary at the back of the book.



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Editorial ReviewsReview

A comprehensive blend of theoretical and practical material covering this dynamic market, Suresh Sundaresan's Fixed Income Markets and Their Derivatives provides a detailed view of the debt markets, enhanced in the third edition by extensive exploration of derivatives applications and strategies. Tightly organized chapters create a solid foundation with concepts, definitions and models, and build to complex, but well illustrated, practical examples. More than a textbook, this volume is a valuable addition to the reference bookshelf.
--Paul Calello, CEO, Investment Bank, Credit Suisse

“Sundaresan’s Fixed Income Markets and Their Derivatives, already the most comprehensive textbook on the subject, is thoroughly revised and updated in this new edition. Readers will especially appreciate Sundaresan’s coverage of the financial crisis that began in 2007, and his clear explanations of a wide range of fixed-income financial products.”
--Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA

"This new edition of an expansive and erudite text on fixed income markets by one of the most highly respected scholars in the field should be a welcome event for practitioners and academics alike."  
--Andrew W. Lo, Harris & Harris Group Professor, MIT Sloan School of Management, MA

“This book provides an excellent introduction to the fixed income markets. Its well-organized chapters cover both the practical aspects of fixed income securities, contracts, derivatives, and markets as well as the fundamental economic principles needed to navigate the fixed income world. This is definitely a must-have book for anyone interested in learning about these fast-paced markets.”
--Francis A. Longstaff, Allstate Professor of Insurance and Finance UCLA/Anderson School, CA

“This is an outstanding book. What makes it stand out is the truly excellent balance that Professor Sundaresan has managed to achieve between theory and institutional material and between breadth and depth. The book’s range is also unusually good with excellent coverage on credit risky bonds, credit derivatives and mortgages. It is an ideal book for MBA courses on fixed income.”  
--Stephen Schaefer, Professor of Finance, London Business School, UK


From the Back Cover


A comprehensive blend of theoretical and practical material covering this dynamic market, Suresh Sundaresan's Fixed Income Markets and Their Derivatives provides a detailed view of the debt markets, enhanced in the third edition by extensive exploration of derivatives applications and strategies. Tightly organized chapters create a solid foundation with concepts, definitions and models, and build to complex, but well illustrated, practical examples. More than a textbook, this volume is a valuable addition to the reference bookshelf.
--Paul Calello, CEO, Investment Bank, Credit Suisse

“Sundaresan’s Fixed Income Markets and Their Derivatives, already the most comprehensive textbook on the subject, is thoroughly revised and updated in this new edition. Readers will especially appreciate Sundaresan’s coverage of the financial crisis that began in 2007, and his clear explanations of a wide range of fixed-income financial products.”
--Darrell Duffie, Dean Witter Distinguished Professor of Finance, Stanford University, CA

"This new edition of an expansive and erudite text on fixed income markets by one of the most highly respected scholars in the field should be a welcome event for practitioners and academics alike."  
--Andrew W. Lo, Harris & Harris Group Professor, MIT Sloan School of Management, MA

“This book provides an excellent introduction to the fixed income markets. Its well-organized chapters cover both the practical aspects of fixed income securities, contracts, derivatives, and markets as well as the fundamental economic principles needed to navigate the fixed income world. This is definitely a must-have book for anyone interested in learning about these fast-paced markets.”
--Francis A. Longstaff, Allstate Professor of Insurance and Finance UCLA/Anderson School, CA

“This is an outstanding book. What makes it stand out is the truly excellent balance that Professor Sundaresan has managed to achieve between theory and institutional material and between breadth and depth. The book’s range is also unusually good with excellent coverage on credit risky bonds, credit derivatives and mortgages. It is an ideal book for MBA courses on fixed income.”  
--Stephen Schaefer, Professor of Finance, London Business School, UK


About the Author

Suresh Sundaresan is the Chase Manhattan Bank Professor of Economics and Finance at Columbia University. He is currently the Chairman of the Finance subdivision. He has published in the areas of Treasury auctions, bidding, default risk, habit formation, term structure of interest rates, asset pricing, pension asset allocation, swaps, options, forwards, fixed-income securities markets and risk management. His research papers have appeared in major journals such as the Journal of Finance, Review of Financial Studies, Journal of Business, Journal of Financial and Quantitative Analysis, European Economics Review, Journal of Banking and Finance, Journal of Political Economy, etc. He has also contributed articles in Financial Times, and in World Bank conferences. He is an associate editor of Journal of Finance and Review of Derivatives Research. His current research focus is on default risk and how it affects asset pricing and sovereign debt securities. He has consulted for Morgan Stanley Asset management and Ernst and Young. His consulting work focuses on term structure models, swap pricing models, credit risk models, valuation, and risk management. He has conducted training programs for leading investment banks including Goldman Sachs, Morgan Stanley, CSFB and Lehman Brothers. He is the author of Fixed Income Markets and Their Derivatives. He has served on the Treasury Bond Markets Advisory Committee.



Product Details
  • Series: Academic Press Advanced Finance
  • Hardcover: 456 pages
  • Publisher: Academic Press; 3 edition (March 12, 2009)
  • Language: English
  • ISBN-10: 0123850517
  • ISBN-13: 978-0123704719
  • ASIN: 0123704715
  • Product Dimensions: 1.2 x 7.8 x 9.5 inches
  • Shipping Weight: 2.3 pounds






关键词:fixed income derivatives Derivative Markets market customize providing structure material selected

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ytl123456ytl 发表于 2015-5-26 04:38:34 |显示全部楼层
xie谢谢分享好书
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research 发表于 2015-5-26 05:44:27 |显示全部楼层
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xiangyu71 发表于 2015-5-26 07:55:37 |显示全部楼层
thansk
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asdsads1988 发表于 2015-5-26 09:45:30 |显示全部楼层
谢谢分享
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magonlia.hbs 发表于 2015-5-26 10:20:00 |显示全部楼层
谢谢
分享~
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jerry.pi 发表于 2015-5-26 11:57:28 |显示全部楼层
please share
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不死稻草人 在职认证  发表于 2015-5-26 12:54:44 |显示全部楼层
good book
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