Fixed-Income Analysis for the Global Financial Market

GIORGIO S. QUESTA is a senior consultant at Pareto Partners, a quantitative institutional asset management firm with operations in the U.K., the U.S., and Australia. He teaches a number of graduate courses in finance, both in the U.S. and Europe. Previously, he was the CEO of IMI International, an investment banking and asset management firm with operations in New York, London, Frankfurt, and Luxembourg. He has also worked with Procter & Gamble and Andersen Consulting.

Partial table of contents:

SHORT-TERM MONEY MARKET INSTRUMENTS.

Background and Terminology.

Interest, Discount, Compounded Yield.

Foreign-Exchange Transactions.

LONG-TERM SECURITIES, FUTURES, AND SWAPS.

Zero-Coupon Bonds.

Fixed- Interest Coupon Bonds.

Futures on Bonds and Notes.

OPTIONS.

An Introduction to Options.

Fixed-Income Options, Bonds with Optionlike Features.

Modeling the Yield Curve.

Selected Bibliography.

Index.