Fixed Income Securities Tools for Today's Markets
Edition: 3rd 2012
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.
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All the information you need in one place! Each Study Brief is a summary of one specific subject; facts, figures, and explanations to help you learn faster.
List price: $65.00
Copyright year: 2012
Publisher: John Wiley & Sons, Limited
Publication date: 12/16/2011
Size: 6.75" wide x 9.75" long x 2.25" tall
|Preface to the Third Edition|
|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|
|Arbitrage with Financing and Two-Curve Discounting|
|Fixed income Options|
|Corporate Bonds and Credit Default Swaps|
|Mortgages and Mortgage-Backed Securities|