版 固定收益证券 陈蓉 郑振龙 9787040557305 高等教育出版社
书名:固定收益证券
|
本书主要介绍固定收益证券定价、分析和风险管理技术,包括:固定收益证券的基本特征和市场机制,固息债和浮息债定价分析,利率远期、利率期货和利率互换的定价与运用,利率期权,信用违约互换与资产证券化等复杂固定收益证券的基础知识,利率期限结构理论与拟合技术,利率风险管理等。
本书侧重三个要点:第一,基于中国市场,无论是教材涵盖内容、产品介绍、市场机制,还是案例分析,均尽量围绕中国市场展开;第二,技术与理论并重,不仅介绍固定收益证券的定价、分析和风险管理技术,还讨论这些技术的前提假设与理论逻辑,有助于读者更好地在实际中运用;第三,力求通俗易懂,除了尽量深入浅出,本书采用大量案例帮助理解理论、模型与技术的具体运用,帮助读者获得对固定收益证券相关知识和问题的感性认识。
本书既可以用作高等院校金融学、投资学、金融工程等专业“固定收益证券”课程的教科书,也可以作为金融机构从业人员的培训教材及相关领域研究人员、监管人员的参考书。
前辅文
第一章 固定收益证券概述
第一节 固定收益证券的定义与特征
第二节 基础性债务工具
第三节 固定收益衍生品
第四节 结构型债务工具
第五节 固定收益证券市场
本章小结
习题
第二章 利率
第一节 货币的时间价值
第二节 利率的含义与表达方式
第三节 到期收益率、即期利率与远期利率
本章小结
习题
第三章 分析
第一节 定价
第二节 的收益率分析
第三节 的报价
第四节 损益分析
本章小结
习题
第四章 利率远期与利率期货
第一节 远期利率协议
第二节 欧洲美元期货
第三节 远期
第四节 国债期货
第五节 利率远期与利率期货的应用
本章小结
习题
第五章 利率互换
第一节 利率互换概述
第二节 利率互换的定价
第三节 利率互换交易的损益分解
第四节 利率互换的应用
本章小结
习题
第六章 利率期权与信用违约互换
第一节 复杂衍生品定价的基本原理
第二节 欧式期权
第三节 利率上(下)限期权
第四节 利率互换期权
第五节 可赎回债和可回售债
第六节 信用违约互换
本章小结
习题
第七章 资产证券化
第一节 资产证券化概述
第二节 资产支持证券定价:提前偿付风险的处理
本章小结
习题
第八章 利率期限结构
第一节 利率期限结构概述
第二节 利率期限结构变动的因子分析
第三节 传统的利率期限结构理论
第四节 利率期限结构的估计
本章小结
习题
第九章 利率风险管理
第一节 利率风险的度量
第二节 基于敏感性分析的利率风险管理
本章小结
习题
参考文献
Shipping Overview:
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• Domestic Shipping: Orders within the U.S. are shipped via USPS or FedEx, depending on the origin of the product. The average transit time is 3-7 business days.
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• Tracking Information: Every order is trackable. You will receive a tracking number once your order has been shipped. Products may be shipped from various global fulfillment centers.
Shipping Delays:
Please note that shipping times may vary due to factors beyond our control, such as weather conditions, natural disasters, or peak holiday periods. While we strive to ensure timely delivery, the exact arrival time cannot be guaranteed and is managed by the shipping carrier.
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Standard Delivery: Most orders are shipped within 3-7 business days. Larger items may utilize LTL shipping for safe handling.
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Additional Charges: Some items require additional shipping charges due to their size, weight, or special handling. These charges are specified on the product pages and are not eligible for shipping discounts.
-
Exclusions: Gift cards, packaging, taxes, and prior purchases do not count toward the minimum purchase requirement for free shipping. This offer is valid only for shipments to U.S. addresses, including Puerto Rico.
Delivery Details:
-
Estimates: Standard shipping within the US typically takes 3-7 business days. These are estimates and not guarantees.
-
Shipping Restrictions: We ship to all 50 states, Washington, DC, U.S. territories, and APO/FPO/DPO addresses. Shipping options vary based on the delivery address.
-
Remote Areas: Shipments to remote areas may incur additional charges or require pickup from a nearby shipping partner’s location.
Shipping Confirmation:
You will receive a shipping confirmation email with a tracking number as soon as your order is dispatched. If you do not receive this email immediately, please be assured that your items will arrive within the estimated delivery window provided at checkout.
Order Modifications:
If you need to cancel or modify your order, please contact our customer support immediately.
Issues with Delivery:
If your order shows as delivered but you have not received it, please contact the shipping carrier directly to resolve the issue. For persistent problems, contact our customer service at cs@everymarket.com.
Customer Support:
Our team is available 24/7 to assist you with any questions or concerns regarding your order. We are committed to ensuring a smooth shopping experience.
Return & Refund Policy Overview
Please review our return and refund policies below to ensure a smooth transaction process.
Return Policy
-
Duration: You have 30 days from receiving your item to initiate a return.
-
Condition: Items must be unworn, unwashed, with original tags and packaging intact.
-
Shipping Costs: Customers are responsible for return shipping costs.
-
Packaging: Ensure returned items are well-packaged to avoid damage during transit.
-
Tracking: Use a trackable and insured shipping method as we are not liable for items lost or damaged on return.
-
Initiating a Return: Contact us at cs@everymarket.com to start your return. We will provide a return shipping label and instructions upon approval. Returns without prior approval will not be accepted.
How to Return
-
Method: Returns must be sent back by mail to the address provided in the return instructions.
Return Label
-
Defective Products: Return labels are provided for defective items.
-
Non-Defective Returns: Customers are responsible for obtaining their return shipping label.
Product Conditions for Return
-
Eligible Products: Returns are only accepted for items in new condition.
Nonreturnable Items
Certain items are not eligible for return:
-
Electronic devices after 30 days (e.g., computers, laptops, Kindles)
-
Gift cards, prepaid game cards
-
Perishable goods, live insects, some jewelry, some health and personal care items
-
Customized or personalized products
-
Items with special shipping restrictions
Refund Policy
-
Window: Eligible products may be returned within 30 days of delivery for a refund.
-
Refund Method: Refunds are processed to the original payment method or as store credit for items purchased with gift cards.
-
Processing Time: Refunds are processed within 3-5 business days after we receive the return; please allow additional time for shipping and bank processing.
Claims
Inspect your order upon arrival and report any defects, damages, or incorrect items immediately to allow us to address the issue. For claims, contact our support team with details of the issue.
Exchange Policy
For the quickest service, return your original item and place a new order for the desired product once your return is accepted.
Return Address
EveryMarket Customer Service 2101 E Terra Ln, O'Fallon, MO 63366
Customer Support
Available 24/7 for any questions or assistance needed:
-
Phone: +1 636-312-5925
-
Email: cs@everymarket.com
书名:固定收益证券
|
本书主要介绍固定收益证券定价、分析和风险管理技术,包括:固定收益证券的基本特征和市场机制,固息债和浮息债定价分析,利率远期、利率期货和利率互换的定价与运用,利率期权,信用违约互换与资产证券化等复杂固定收益证券的基础知识,利率期限结构理论与拟合技术,利率风险管理等。
本书侧重三个要点:第一,基于中国市场,无论是教材涵盖内容、产品介绍、市场机制,还是案例分析,均尽量围绕中国市场展开;第二,技术与理论并重,不仅介绍固定收益证券的定价、分析和风险管理技术,还讨论这些技术的前提假设与理论逻辑,有助于读者更好地在实际中运用;第三,力求通俗易懂,除了尽量深入浅出,本书采用大量案例帮助理解理论、模型与技术的具体运用,帮助读者获得对固定收益证券相关知识和问题的感性认识。
本书既可以用作高等院校金融学、投资学、金融工程等专业“固定收益证券”课程的教科书,也可以作为金融机构从业人员的培训教材及相关领域研究人员、监管人员的参考书。
前辅文
第一章 固定收益证券概述
第一节 固定收益证券的定义与特征
第二节 基础性债务工具
第三节 固定收益衍生品
第四节 结构型债务工具
第五节 固定收益证券市场
本章小结
习题
第二章 利率
第一节 货币的时间价值
第二节 利率的含义与表达方式
第三节 到期收益率、即期利率与远期利率
本章小结
习题
第三章 分析
第一节 定价
第二节 的收益率分析
第三节 的报价
第四节 损益分析
本章小结
习题
第四章 利率远期与利率期货
第一节 远期利率协议
第二节 欧洲美元期货
第三节 远期
第四节 国债期货
第五节 利率远期与利率期货的应用
本章小结
习题
第五章 利率互换
第一节 利率互换概述
第二节 利率互换的定价
第三节 利率互换交易的损益分解
第四节 利率互换的应用
本章小结
习题
第六章 利率期权与信用违约互换
第一节 复杂衍生品定价的基本原理
第二节 欧式期权
第三节 利率上(下)限期权
第四节 利率互换期权
第五节 可赎回债和可回售债
第六节 信用违约互换
本章小结
习题
第七章 资产证券化
第一节 资产证券化概述
第二节 资产支持证券定价:提前偿付风险的处理
本章小结
习题
第八章 利率期限结构
第一节 利率期限结构概述
第二节 利率期限结构变动的因子分析
第三节 传统的利率期限结构理论
第四节 利率期限结构的估计
本章小结
习题
第九章 利率风险管理
第一节 利率风险的度量
第二节 基于敏感性分析的利率风险管理
本章小结
习题
参考文献
Shipping Overview:
• Shipping: Standard Domestic Shipping within the United States charges USD 4.99. Standard International Shipping from United Kingdom, Germany and Japan to the United States charges 14.99.
• Order Processing: Please allow 1-2 business days for order processing and preparation before shipment.
• Domestic Shipping: Orders within the U.S. are shipped via USPS or FedEx, depending on the origin of the product. The average transit time is 3-7 business days.
• International Shipping: Currently, we only ship within the USA.
• Tracking Information: Every order is trackable. You will receive a tracking number once your order has been shipped. Products may be shipped from various global fulfillment centers.
Shipping Delays:
Please note that shipping times may vary due to factors beyond our control, such as weather conditions, natural disasters, or peak holiday periods. While we strive to ensure timely delivery, the exact arrival time cannot be guaranteed and is managed by the shipping carrier.
Shipping Options:
-
Standard Delivery: Most orders are shipped within 3-7 business days. Larger items may utilize LTL shipping for safe handling.
-
Handling Time: We handle shipments on business days (Monday - Friday), with a preparation time of 1-2 days.
-
Additional Charges: Some items require additional shipping charges due to their size, weight, or special handling. These charges are specified on the product pages and are not eligible for shipping discounts.
-
Exclusions: Gift cards, packaging, taxes, and prior purchases do not count toward the minimum purchase requirement for free shipping. This offer is valid only for shipments to U.S. addresses, including Puerto Rico.
Delivery Details:
-
Estimates: Standard shipping within the US typically takes 3-7 business days. These are estimates and not guarantees.
-
Shipping Restrictions: We ship to all 50 states, Washington, DC, U.S. territories, and APO/FPO/DPO addresses. Shipping options vary based on the delivery address.
-
Remote Areas: Shipments to remote areas may incur additional charges or require pickup from a nearby shipping partner’s location.
Shipping Confirmation:
You will receive a shipping confirmation email with a tracking number as soon as your order is dispatched. If you do not receive this email immediately, please be assured that your items will arrive within the estimated delivery window provided at checkout.
Order Modifications:
If you need to cancel or modify your order, please contact our customer support immediately.
Issues with Delivery:
If your order shows as delivered but you have not received it, please contact the shipping carrier directly to resolve the issue. For persistent problems, contact our customer service at cs@everymarket.com.
Customer Support:
Our team is available 24/7 to assist you with any questions or concerns regarding your order. We are committed to ensuring a smooth shopping experience.
Return & Refund Policy Overview
Please review our return and refund policies below to ensure a smooth transaction process.
Return Policy
-
Duration: You have 30 days from receiving your item to initiate a return.
-
Condition: Items must be unworn, unwashed, with original tags and packaging intact.
-
Shipping Costs: Customers are responsible for return shipping costs.
-
Packaging: Ensure returned items are well-packaged to avoid damage during transit.
-
Tracking: Use a trackable and insured shipping method as we are not liable for items lost or damaged on return.
-
Initiating a Return: Contact us at cs@everymarket.com to start your return. We will provide a return shipping label and instructions upon approval. Returns without prior approval will not be accepted.
How to Return
-
Method: Returns must be sent back by mail to the address provided in the return instructions.
Return Label
-
Defective Products: Return labels are provided for defective items.
-
Non-Defective Returns: Customers are responsible for obtaining their return shipping label.
Product Conditions for Return
-
Eligible Products: Returns are only accepted for items in new condition.
Nonreturnable Items
Certain items are not eligible for return:
-
Electronic devices after 30 days (e.g., computers, laptops, Kindles)
-
Gift cards, prepaid game cards
-
Perishable goods, live insects, some jewelry, some health and personal care items
-
Customized or personalized products
-
Items with special shipping restrictions
Refund Policy
-
Window: Eligible products may be returned within 30 days of delivery for a refund.
-
Refund Method: Refunds are processed to the original payment method or as store credit for items purchased with gift cards.
-
Processing Time: Refunds are processed within 3-5 business days after we receive the return; please allow additional time for shipping and bank processing.
Claims
Inspect your order upon arrival and report any defects, damages, or incorrect items immediately to allow us to address the issue. For claims, contact our support team with details of the issue.
Exchange Policy
For the quickest service, return your original item and place a new order for the desired product once your return is accepted.
Return Address
EveryMarket Customer Service 2101 E Terra Ln, O'Fallon, MO 63366
Customer Support
Available 24/7 for any questions or assistance needed:
-
Phone: +1 636-312-5925
-
Email: cs@everymarket.com
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