Fixed Income and Interest Rate Derivative Analysis [Hardcover]

Mark Britten-Jones BEcon (Adelaide) MA PhD (UCLA) (Author)

Book Description

ISBN-10: 075064012X | ISBN-13: 978-0750640121 | Publication Date: November 23, 1998 | Edition: 1

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.

* A comprehensive and accessible explanation of underlying theory, and its practical application * Case studies and worked examples from around the world's capital markets * How to use spreadsheet modelling in fixed income and interest rate derivative analysis

Concepts inroduced in this book are reinforced and explained, not with the use of high-powered mathematics, but with actual examples of various market instruments and case studies from North America, Europe, Australia and Hong Kong. The text also contains review questions which aid the reader in their understanding.

Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance.

A comprehensive and accessible explanation of underlying theory, and its practical application.
Case studies and worked examples from around the world's capital markets.
How to use spreadsheet modelling in fixed income and interest rate derivative valuation.

Editorial Reviews

From the Publisher

Fixed Income and Interest Rate Derivative Analysis gives a clear and accessible approach to the analytical techniques of debt instrument valuation. Without using complicated mathematical abstractions, this text shows that the fundamentals of fixed income and interest rate derivate analysis can be easily understood when seen as a small number of simple economic concepts.

About the Author

Mark Britten-Jones, BEcon, MA, PhD, is an Assistant Professor of Finance at the London Business School where he teaches Fixed Income Securities and Markets as part of a MBA and Master's course in Finance.

Product Details

• Hardcover: 220 pages
• Publisher: Butterworth-Heinemann; 1 edition (November 23, 1998)
• Language: English
• ISBN-10: 075064012X
• ISBN-13: 978-0750640121
• Product Dimensions: 10 x 7.6 x 0.6 inches
• Shipping Weight: 1.2 pounds (View shipping rates and policies)
• Average Customer Review: 4.0 out of 5 stars  See all reviews (1 customer review)
• Amazon Best Sellers Rank: #3,082,260 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

5 of 6 people found the following review helpful:

4.0 out of 5 stars Good book for intermediate level, February 4, 2000

By 

"tr_tushar" - See all my reviews

This review is from: Fixed Income and Interest Rate Derivative Analysis (Hardcover)

The book, though terse and short, is brilliant for a quick tour through the fixed income aspects of bonds, swaps and derivative instruments.

I would have liked more detail on FRNs and Swaps with some practical examples of real FRNs with Interest swaps. An area which many books fail to address. Also the book should have put more emphasis on the mark-to-market of these instruments.

Overall, a good supplemental book.