Fixed income securities and interest rate derivatives- a practitioner's guide

Author

• Subramani, R. Venkata

Additional Author(s)

-

Publisher

Singapore : John Wiley and Sons, Inc., 2011

Language

English

ISBN

9780470825914

Series

Accounting for investments vol. 2

Subject(s)

• DERIVATIVES SECURITIES
• INVESTMENT-ACCOUNTING
• FIXED-INCOME SECURITIES

Notes

. . Index: p. 707-709

Abstract

A comprehensive guide to new and existing accounting practices for fixed income securities and interest rate derivatives The financial crisis forced accounting standard setters and market.

Physical Dimension

Number of Page(s)

xxxi, 709 p.

Dimension

26 cm.

Other Desc.

-

Summary / Review / Table of Content

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

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	02691/16	657.76 Sub F-II	Library - 7th Floor	Available