Skip to Content
Accounting for Investments, Volume 2: Fixed Income Securities and Interest Rate Derivatives—A Practitioner's Guide
book

Accounting for Investments, Volume 2: Fixed Income Securities and Interest Rate Derivatives—A Practitioner's Guide

by R. Venkata Subramani
July 2011
Intermediate to advanced
741 pages
17h 32m
English
Wiley
Content preview from Accounting for Investments, Volume 2: Fixed Income Securities and Interest Rate Derivatives—A Practitioner's Guide

Index

A

Accrued interest

Accrued interest purchased

Amortization

Amortized cost

Asset

Available-for-sale

B

Back-to-back-loan

Bankruptcy

Bearer certificates

Benchmark

Benchmark interest rates

Bond coupon

Bond holder

Bond maturity

Bond pricing

Bonds

C

Callable debt

Call feature

Call risk

Cap component

Cap strike

Carrying cost

Collateralized mortgage obligation

Commercial paper

Commodities

Commodity forward

Commodity futures

Commodity prices

Consummated FX translation

Contraction risk

Corporate action

Corporate bonds

Counterparty

Coupon accrual

Coupon receipt

Credit derivatives

Credit limit

Credit swap

Cross currency swaps

Currency forward

Currency futures

Currency rates

D

Debt security

Derecognition

Derivative pricing

Deterioration

“Dirty price”

Discounted cash flow

Duration

E

Early amortization risk

Equity futures

Equity index futures

Equity instruments

Equity shares

Equity swap

Expenses

Extension risk

F

Face value

Federal agency securities

FIFO

Financial instruments

Fixed-for-floating

Fixed income securities

Fixed interest

Floating rate notes

Floor component

Floor rate

Foreign currency

Foreign exchange risk

Forward contracts

Forward rate agreement

Functional currency

FX revaluation

FX-swap

FX translation

H

Hedge

Hedge accounting

Hedge ineffectiveness

Held-to-maturity

I

Impaired bonds

Impairment of bonds

Impairment of securities

Inception

Income

Inflation risk

Interest

Interest rate cap

Interest rate collar

Interest rate floor

Interest rate reverse collar

Interest rate swap

Internal ...

Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
and much more.

Read now

Unlock full access

More than 5,000 organizations count on O’Reilly

AirBnbBlueOriginElectronic ArtsHomeDepotNasdaqRakutenTata Consultancy Services
QuotationMarkO’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.
Julian F.
Head of Cybersecurity
QuotationMarkI wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.
Addison B.
Field Engineer
QuotationMarkI’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.
Amir M.
Data Platform Tech Lead
QuotationMarkI'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.
Mark W.
Embedded Software Engineer

You might also like

Credit Derivatives: Trading, Investing and Risk Management, Second Edition

Credit Derivatives: Trading, Investing and Risk Management, Second Edition

Geoff Chaplin
Leveraged Buyouts: A Practical Guide to Investment Banking and Private Equity, + Website
Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues
Pricing and Hedging Financial Derivatives: A Guide for Practitioners

Publisher Resources

ISBN: 9780470829059Purchase book