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• catalog abstract "Municipal Derivative Securities makes the "complex" simple, clearly explaining the new securities, their payment characteristics, and price volatility. The book takes a three-step fool-proof approach to understanding and valuing derivative securities that involves: 1. Using expectational analysis to quantify future interest rates and determine risk/return scenarios; 2. Recognizing the structure of municipal derivatives, including the characteristics of forwards/futures, swaps, options, and other derivative components; and 3. Following the authors' Derivative Asset Pricing Model - a framework for properly valuing even the most complex securities now and in the future. Municipal Derivative Securities also explains the mathematics of municipal bond valuation, including bond pricing and computation of yield, duration, convexity, and price volatility. Most important, you'll find examples of five different derivative securities that include step-by-step guidelines of proper valuation.".
• catalog contributor b7133630.
• catalog contributor b7133631.
• catalog created "1995.".
• catalog date "1995".
• catalog date "1995.".
• catalog dateCopyrighted "1995.".
• catalog description "Ch. 1. Overview of Municipal Derivative Securities -- Ch. 2. The Municipal Bond Market -- Ch. 3. The Mathematics of Municipal Bonds -- Ch. 4. Expectational Analysis -- Ch. 5. The Building Blocks -- Debt Components -- Ch. 6. The Building Blocks -- Hedging Components: Forwards, Futures, and Swaps -- Ch. 7. The Building Blocks -- Option Components: Interest Rate Caps and Floors -- Ch. 8. Valuation -- The Derivative Asset Pricing Model.".
• catalog description "Municipal Derivative Securities makes the "complex" simple, clearly explaining the new securities, their payment characteristics, and price volatility. The book takes a three-step fool-proof approach to understanding and valuing derivative securities that involves: 1. Using expectational analysis to quantify future interest rates and determine risk/return scenarios; 2. Recognizing the structure of municipal derivatives, including the characteristics of forwards/futures, swaps, options, and other derivative components; and 3. Following the authors' Derivative Asset Pricing Model - a framework for properly valuing even the most complex securities now and in the future. Municipal Derivative Securities also explains the mathematics of municipal bond valuation, including bond pricing and computation of yield, duration, convexity, and price volatility. Most important, you'll find examples of five different derivative securities that include step-by-step guidelines of proper valuation.".
• catalog extent "xvii, 285 p. :".
• catalog identifier "0786302518".
• catalog issued "1995".
• catalog issued "1995.".
• catalog language "eng".
• catalog publisher "Burr Ridge, Ill. : Irwin,".
• catalog spatial "United States".
• catalog spatial "United States.".
• catalog subject "332.63/233/0973 20".
• catalog subject "Derivative securities Prices United States Mathematical models.".
• catalog subject "HG4726 .G73 1995".
• catalog subject "Municipal bonds United States.".
• catalog subject "Municipal bonds.".
• catalog tableOfContents "Ch. 1. Overview of Municipal Derivative Securities -- Ch. 2. The Municipal Bond Market -- Ch. 3. The Mathematics of Municipal Bonds -- Ch. 4. Expectational Analysis -- Ch. 5. The Building Blocks -- Debt Components -- Ch. 6. The Building Blocks -- Hedging Components: Forwards, Futures, and Swaps -- Ch. 7. The Building Blocks -- Option Components: Interest Rate Caps and Floors -- Ch. 8. Valuation -- The Derivative Asset Pricing Model.".
• catalog title "Municipal derivative securities : uses and valuation / by Gary Gray, Patrick Cusatis.".
• catalog type "text".