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Fixed income securities : tools for today's markets /
"An up-to-date look at the most important issues surrounding fixed income securities. Fixed-income securities traditionally promised fixed cash flows (like bonds), but with recent innovations in this field, including products for which the promised cash flows depend on the level of interest rat...
| Clasificación: | Libro Electrónico |
|---|---|
| Autores principales: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
Wiley,
[2012]
|
| Edición: | University edition /3rd edition. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
MARC
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| 100 | 1 | |a Tuckman, Bruce, |e author. | |
| 245 | 1 | 0 | |a Fixed income securities : |b tools for today's markets / |c Bruce Tuckman, Angel Serrat. |
| 250 | |a University edition /3rd edition. | ||
| 264 | 1 | |a Hoboken, NJ : |b Wiley, |c [2012] | |
| 264 | 4 | |c Ã2012 | |
| 300 | |a 1 online resource (xiii, 634 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 347 | |a data file | ||
| 504 | |a Includes bibliographical references (pages 607-608) and index. | ||
| 588 | 0 | |a Online resource; title from digital title page (ebrary platform, viewed June 17, 2014). | |
| 505 | 0 | |a Part 1. The Relative Pricing of Securities with Fixed Cash Flows. page 47 -- Chapter 1. Prices, Discount Factors, and Arbitrage. page 51 -- Chapter 2. Spot, Forward, and Par Rates. page 69 -- Chapter 3. Returns, Spreads, and Yields. page 95 -- Part 2. Measures of Interest Rate Risk and Hedging. page 119 -- Chapter 4. One-Factor Risk Metrics and Hedges. page 123 -- Chapter 5. Multi-Factor Risk Metrics and Hedges. page 153 -- Chapter 6. Empirical Approaches to Risk Metrics and Hedging. page 171 -- Part 3. Term Structure Models. page 201 -- Chapter 7. The Science of Term Structure Models. page 207 -- Chapter 8. The Evolution of Short Rates and the Shape of the Term Structure. page 229 -- Chapter 9. The Art of Term Structure Models: Drift. page 251 -- Chapter 10. The Art of Term Structure Models: Volatility and Distribution. page 275 -- Chapter 11. The Gauss+ and LIBOR Market Models. page 287 -- Part 4. Selected Securities and Topics. page 325 -- Chapter 12. Repurchase Agreements and Financing. page 327 -- Chapter 13. Forwards and Futures: Preliminaries. page 351 -- Chapter 14. Note and Bond Futures. page 373 -- Chapter 15. Short-Term Rates and Their Derivatives. page 401 -- Chapter 16. Swaps. page 435 -- Chapter 17. Arbitrage with Financing and Two-Curve Discounting. page 457 -- Chapter 18. Fixed income Options. page 483 -- Chapter 19. Corporate Bonds and Credit Default Swaps. page 527 -- Chapter 20. Mortgages and Mortgage-Backed Securities. page 563 -- Chapter 21. Curve Construction. page 591. | |
| 520 | |a "An up-to-date look at the most important issues surrounding fixed income securities. Fixed-income securities traditionally promised fixed cash flows (like bonds), but with recent innovations in this field, including products for which the promised cash flows depend on the level of interest rates, a new understanding of this subject is needed. That's why Bruce Tuckman and Angel Serrat have returned to create the Third Edition of Fixed Income Securities. Considered the go-to-guide for information on fixed income securities, this latest edition covers the most advanced thinking in the field and comprehensively shows how to value the complete universe of fixed income securities. Included are all the latest fixed income securities valuation models and techniques, as well as expert insights on their applications in real-world situations. The Third Edition also contains two new chapters dedicated to foreign exchange markets and corporate bonds, and credit-default swaps. Reflects the most current thinking on valuation and modeling of fixed income securities Includes examples, applications, and case studies to illustrate the practical uses of difficult concepts Follows a modern approach to fixed income application and risk control A companion Workbook is also available so you can hone your skills and test the knowledge you've gained from the actual text Fixed Income Securities, Third Edition approaches a theoretically demanding field from the working professional's point of view. From swaps and options to spreads of spreads and basis trades, this hands-on guide goes straight to the heart of fixed income knowledge and provides a template for trading and investing in the twenty-first-century marketplace"-- |c Provided by publisher | ||
| 546 | |a English. | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 650 | 0 | |a Fixed-income securities. | |
| 650 | 0 | |a Securities. | |
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| 700 | 1 | |a Serrat, Angel, |e author. | |
| 776 | 0 | 8 | |i Print version: |z 9780470891698 |w (DLC) 2011037178 |w (OCoLC)749115691 |
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