Téléchargez le livre : Fixed Income Securities

Fixed Income Securities

Tools for Today's Markets de

,

Éditeur :

Wiley


Collection :

Wiley Finance

Paru le : 2011-10-13

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Description
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.
Pages
640 pages
Collection
Wiley Finance
Parution
2011-10-13
Marque
Wiley
EAN papier
9780470891698
EAN PDF
9781118133941
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
640
Taille du fichier
13179 Ko
Prix
85,67 €
EAN EPUB
9781118133965
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
640
Taille du fichier
8192 Ko
Prix
85,67 €

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