Handbook of Debt Securities & Interest Rate Derivatives
The importance of fixed income portfolios and the need to manage them prudently and optimally has grown rapidly in the recent years. Liberalization of the interest rate regime and consequent volatility of interest rates have added to both the risks and rewards of fixed income portfolios.
Contents Section I – An overview
Debt Securities And Markets – An Overview
Money Market
Bond Market in India
The Primary Market in G-Secs
The Secondary Market
Interest Rate Derivatives
Market Practices and Data Sources
Section II – Fixed income mathematics
Valuation of Fixed Income Securities: Basic Concepts
