Fixed Income Securities, Third Edition: Tools for Today's Markets

Szerző: Bruce Tuckman

Nyelv:

Kötés: Puha kötésű

Kiadó: John Wiley & Sons Inc

Elérhetőség: Beszállítói készleten

Küldés 14-21 napon belül

35 630 Ft

Fixed income practitioners need to understand the conceptual frameworks of their field; to master it...

Információk a könyvről

Szerző

Bruce Tuckman

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2011

oldal

656

EAN

9780470904039

ISBN

0470904038

Enbook ID

04409324

Kiadó

John Wiley & Sons Inc

Súly

814

Méretek

229 x 153 x 47

Teljes leírás

Fixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage pricing, interest rates, risk metrics, and term structure models to price contingent claims. Subsequent chapters cover individual markets and securities: repo, rate and bond forwards and futures, interest rate and basis swaps, credit markets, fixed income options, and mortgage-backed-securities. Fixed Income Securities, Third Edition is full of examples, applications, and case studies. Practically every quantitative concept is illustrated through real market data. This practice-oriented approach makes the book particularly useful for the working professional. This third edition is a considerable revision and expansion of the second. Most examples have been updated. The chapters on fixed income options and mortgage-backed securities have been considerably expanded to include a broader range of securities and valuation methodologies. Also, three new chapters have been added: the global overview of fixed income markets; a chapter on corporate bonds and credit default swaps; and a chapter on discounting with bases, which is the foundation for the relatively recent practice of discounting swap cash flows with curves based on money market rates. This university edition includes problems which students can use to test and enhance their understanding of the text.

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Fixed Income Securities, Third Edition: Tools for Today's Markets

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