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# Fixed Income and Interest Rate Derivative Analysis

## The Engineering Income and Salary Survey: Trends, Analysis, and Policies and Practices

**$62.25 - $595.00**
## Active Fixed Income and Credit Management

**$328.00**
## Fras And Interest-rate Futures: Interest-rate Risk Management

**$43.88**
## Volatility Perturbations for Equity, Fixed Income and Credit Derivatives

**$61.99 - $99.00**
## Financial Risk Management: Fixed Income and Foreign Exchange, by Campbell

**$2.25**
## Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series)…

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## Fixed Income Analysis Workbook (CFA Institute Investment Series)

**$16.70 - $55.35**
## Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective (Springer Finance)

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## Interest Rate Swaps and Their Derivatives: A Practitioner's Guide (Wiley Finance)

**$44.63 - $85.00**

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.

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