Handbook of Debt Securities and Interest Rate Derivatives, (With CD-Rom)

Title: Handbook of Debt Securities and Interest Rate Derivatives, (With CD-Rom)
Author: A.V. Rajwade
ISBN: 0070656614 / 9780070656611
Format: Hard Cover + CD Rom
Pages: 348
Publisher: TMH
Year: 2012
Availability: Out of Stock

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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

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Foreword
Preface

Chapter 1 : Debt Securities and Markets : An Overview
Chapter 2 : Money Market
Chapter 3 : Bond Market in India
Chapter 4 : The Primary Market in G-Secs
Chapter 5 : The Secondary Market
Chapter 6 : Interest Rate Derivatives
Chapter 7 : Market Practices and Data Sources
Chapter 8 : Valuation of Fixed Income Securities : Basic Concepts
Chapter 9 : Term Structure and Yield Curves
Chapter 10 : Bonds with Options
Chapter 11 : Securitisation
Chapter 12 : Interest Rate Derivatives : Pricing, Hedging and Valuation
Chapter 13 : Measuring the Price Risk : Duration and Convexity
Chapter 14 : Measuring the Price Risk : VaR Approach
Chapter 15 : Debt Securities Portfolios : Management, Classification and Valuation
Chapter 16 : Price and Credit Risk Management Capital Charge
Chapter 17 : Operational Risk
Chapter 18 : Issues in Accounting

Index