January 2010
Beginner
844 pages
23h 37m
English
Content preview from Fixed Income Securities: Valuation, Risk, and Risk ManagementBecome 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,
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REFERENCES
Further Readings for Chapter 1
1. Buraschi, Andrea and Davide Menini. 2001. “Liquidity Risk and Specialness: How Well Do Forward Repo Spreads Price Future Specialness?” Journal of Financial Economics.
2. Duffie, Darrell. 1996. “Special Repo Rates,” The Journal of Finance, 60, 2, 493 – 526.
3. Fabozzi, Frank. 2001. Fixed Income Securities. Second Edition, John Wiley & Sons.
4. Grinblatt, Mark, and Francis A. Longstaff. 2000. “Financial Innovation and the Role of Derivative Securities: An Empirical Analysis of the U.S. TreasuryŠs STRIPS Program.” The Journal of Finance, 55, 141536.
5. Fleming, Michael J., and Kenneth D. Garbade. 2004. “When the Back Office Moved to the Front Burner: Settlement Fails in the Treasury Market after 9/11,” Federal Reserve Bank of New York Economic Policy Review.
6. Jordan, Bradford, and Susan Jordan. 1997. “Special Repo Rates: An Empirical Analysis.” The Journal of Finance, 52, 205172.
7. Longstaff, Francis. 2004. “The Flight to Liquidity Premium in U.S. Treasury Bond Prices,” The Journal of Business 77, 511-526.
8. Martellini, Lionell, Philippe Priaulet and Stephanie Priaulet. 2003. Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies. John Wiley & Sons.
9. Sundaresan, Suresh. 2009. Fixed Income Markets and Their Derivatives. Third Edition, Elsevier.
10. Tuckman, Bruce. 2002. Fixed Income Securities. Second Edition, John Wiley & Sons.
Further Readings for Chapter 2
11. Anderson, Nicola. 1996. Estimating and Interpreting ...
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I 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.
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I'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.