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Financial management --- Financial engineering --- AA / International- internationaal --- 333.642 --- 333.605 --- 658.15 --- Computational finance --- Engineering, Financial --- Finance --- Termijn. Financial futures. --- Nieuwe financiële instrumenten. --- Financial engineering. --- Nieuwe financiële instrumenten --- Termijn. Financial futures --- Marché financier

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This paper analyzes the price stabilizing properties of puttable and extendible bonds, their potential to help develop interest-rate derivative markets, and their use by governments. Their stabilizing properties imply that, when bond prices fall, prices for puttable and extendible bonds fall by less. Their embedded options work as a cushion and replicate the trading gains from hedging long-term bonds with interest rate derivatives. These bonds can help develop interest-rate derivative markets in developing countries and eventually increase demand for long-term government bonds. Informal evidence from OECD countries suggests that these bonds were useful in the 1980s, when interest rates were volatile.

Interest rates. --- Interest rate futures --- Bonds --- Derivative securities. --- Derivative financial instruments --- Derivative financial products --- Derivative instruments --- Derivatives (Finance) --- Financial derivatives --- Securities --- Structured notes (Securities) --- Bond issues --- Debentures --- Negotiable instruments --- Debts, Public --- Stocks --- Futures, Interest rate --- Financial futures --- Money market rates --- Rate of interest --- Rates, Interest --- Interest --- Econometric models. --- Macroeconomics --- Economics: General --- International Economics --- Investments: Bonds --- Investments: Options --- Banks and Banking --- Foreign Exchange --- Informal Economy --- Underground Econom --- Contingent Pricing --- Futures Pricing --- option pricing --- International Financial Markets --- General Financial Markets: General (includes Measurement and Data) --- Pension Funds --- Non-bank Financial Institutions --- Financial Instruments --- Institutional Investors --- Price Level --- Inflation --- Deflation --- Interest Rates: Determination, Term Structure, and Effects --- Economic & financial crises & disasters --- Economics of specific sectors --- Investment & securities --- Finance --- Financial crises --- Economic sectors --- Financial institutions --- Options --- Asset prices --- Prices --- Sovereign bonds --- Short term interest rates --- Financial services --- Currency crises --- Informal sector --- Economics --- Derivative securities --- Interest rates --- Brazil

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Financial engineering

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An Introduction to the Mathematics of Financial Derivatives is a popular, intuitive text that eases the transition between basic summaries of financial engineering to more advanced treatments using stochastic calculus. Requiring only a basic knowledge of calculus and probability, it takes readers on a tour of advanced financial engineering. This classic title has been revised by Ali Hirsa, who accentuates its well-known strengths while introducing new subjects, updating others, and bringing new continuity to the whole. Popular with readers because it emphasizes intuition and common sense, An Introduction to the Mathematics of Financial Derivatives remains the only "introductory" text that can appeal to people outside the mathematics and physics communities as it explains the hows and whys of practical finance problems. Facilitates readers' understanding of underlying mathematical and theoretical models by presenting a mixture of theory and applications with hands-on learning. Presented intuitively, breaking up complex mathematics concepts into easily understood notions. Encourages use of discrete chapters as complementary readings on different topics, offering flexibility in learning and teaching.

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Consumption (Economics) --- Saving and investment --- 330.35 --- 330.35 Economische groei. Kwantitatieve toename. Technische vooruitgang --zie ook {338.09} --- Economische groei. Kwantitatieve toename. Technische vooruitgang --zie ook {338.09} --- United States --- Economic policy --- Economic growth