Foreword xxiii Introduction xxv Preface xxvii Acknowledgments xxxi Chapter 1 Fixed Income Securities Theory 1 Chapter 2 Fixed Income Securities Fair Value through Profi t or Loss 11 Chapter 3 Fixed Income Securities Available-for-Sale 113 Chapter 4 Fixed Income Securities Held-to-Maturity 195 Chapter 5 Presentation, Disclosures & Reclassifi cation 251 Chapter 6 Interest Rate Derivatives Theory 267 Chapter 7 Interest Rate Swaps Receive Fixed Pay Floating 283 Chapter 8 Interest Rate Swaps Pay Fixed Receive Floating 335 Chapter 9 Interest Rate Caps 389 Chapter 10 Interest Rate Floors 483 Chapter 11 Interest Rate Collar 563 Chapter 12 Cross-Currency Swaps (XCCY Swaps) 631 Bibliography 705 Index 707
| Access no. | Call number | Location | Status |
|---|---|---|---|
| 02691/16 | 657.76 Sub F-II | Library - 7th Floor | Available |