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Treasury Securities and Derivatives By: Frank J. Fabozzi Normal price: 59.95 Our price: 35.97 + postage Bargain: save £23.98 ! Product code: 9616 ISBN: 1883249236 306 pages Format: Hb Published by: John Wiley & Sons, 1998, 1st edition There are no reviews available for this book

Description of Treasury Securities and Derivatives

Treasury securities represent the largest sector of interest rate markets. This book will provide securities newcomers with the tools they need to get up to speed and seasoned professionals with a valuable reference source. The book covers every aspect of the market, including: the basics, valuation techniques, risk analysis, and utilizing derivatives to control interest rate risk.

Treasury Securities and Derivatives - Chapter headings

1. US Treasury Securities 2. Valuation of Treasury Securities 3. Yield and Return Calculations 4. The Term Structure of Interest Rates 5. Spot Rates, Forward rates, and Theories of the Term Structure of Interest Rates 6. Measuring Level Risk 7. Measuring Yield Curve Risk 8. Measuring Historical Yield Volatility and Forecasting Yield Volatility 9. Repurchase Agreements 10. Tax Treatment 11. Cash Market Trading Strategies 12. Treasury Futures Contracts 13. Treasury Options 14. Valuation of Treasury Futures and Options 15. Controlling Interest Rate Level Risk with Treasury Futures and Options 16. Basis Trading with Futures and Volatility Trades with Options

Authobiography of Frank J. Fabozzi

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.