Fixed Income Securities Tools for Today's Markets

Name: Fixed Income Securities Tools for Today's Markets
Price: 33.75 USD
Availability: InStock
ISBN: 9780470891698

ISBN-10: 0470891696

ISBN-13: 9780470891698

Edition: 3rd 2012

Authors: Bruce Tuckman, Angel Serrat

List price: $65.00

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Description:

Fixed-income securities traditionally promised fixed cash flows (like bonds), but there have been many newly-created fixed income securities for which the promised cash flows depend on the level of interest rates, making them hard to value. This revised book 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, and their applications in real world situations. The third edition will also include two new chapters dedicated to foreign exchange markets and corporate bonds and credit-default swaps.

Book details

List price: $65.00
Edition: 3rd
Copyright year: 2012
Publisher: John Wiley & Sons, Limited
Publication date: 12/16/2011
Binding: Hardcover
Pages: 640
Size: 6.75" wide x 9.75" long x 2.25" tall
Weight: 2.244
Language: English



Preface to the Third Edition


Acknowledgments


An Overview of Global Fixed Income Markets



The Relative Pricing of Securities with Fixed Cash Flows



Prices, Discount Factors, and Arbitrage



Spot, Forward, and Par Rates



Returns, Spreads, and Yields



Measures of Interest Rate Risk and Hedging



One-Factor Risk Metrics and Hedges



Multi-Factor Risk Metrics and Hedges



Empirical Approaches to Risk Metrics and Hedging



Term Structure Models



The Science of Term Structure Models



The Evolution of Short Rates and the Shape of the Term Structure



The Art of Term Structure Models: Drift



The Art of Term Structure Models: Volatility and Distribution



The Gauss+ and LIBOR Market Models



Selected Securities and Topics



Repurchase Agreements and Financing



Forwards and Futures: Preliminaries



Note and Bond Futures



Short-Term Rates and Their Derivatives



Swaps



Arbitrage with Financing and Two-Curve Discounting



Fixed income Options



Corporate Bonds and Credit Default Swaps



Mortgages and Mortgage-Backed Securities



Curve Construction


References


Index