01271nam--2200445---450-99000047185020331620051102114553.088-420-3589-00047185USA010047185(ALEPH)000047185USA01004718520010525d1990----km-y0itay0103----baitaIT||||||||001yyIpnosi e suggestioneLeon Chertoktraduzione di Mara Pia ViggianoRomaLaterza1990XII, 140 p.21 cmI RobinsonHypnose et suggestion2001I Robinson2001Hypnose et suggestion31009001-------2001IpnosiSuggestione615.8512CHERTOK,Leon161205VIGGIANO,Maria PiaITsalbcISBD990000471850203316II.3. 2032(VIps B COLL 22/10)101964 LMVIps B COLLBKUMAPATTY9020010525USA01180920020403USA011655PATRY9020040406USA011633COPAT29020051102USA011145Hypnose et suggestion31009UNISA03804nam 2200661Ia 450 991045782880332120210519102932.01-118-13399-41-299-31496-11-118-13397-8(CKB)2550000000056515(EBL)879206(OCoLC)815649257(SSID)ssj0000746194(PQKBManifestationID)12267545(PQKBTitleCode)TC0000746194(PQKBWorkID)10878143(PQKB)11475331(MiAaPQ)EBC879206(PPN)170254089(Au-PeEL)EBL879206(CaPaEBR)ebr10503043(CaONFJC)MIL462746(EXLCZ)99255000000005651520020405d2012 uy 0engur|n|---|||||txtccrFixed income securities[electronic resource] tools for today's markets /Bruce Tuckman, Angel SerratUniversity ed./3rd ed.Hoboken, NJ Wileyc20121 online resource (650 p.)Wiley finance seriesDescription based upon print version of record.0-470-90403-8 Includes bibliographical references and index.Fixed IncomeSecurities; Contents; Preface to the Third Edition; Acknowledgments; An Overview of Global Fixed Income Markets; PART ONE The Relative Pricing of Securities with Fixed Cash Flows; CHAPTER 1 Prices, Discount Factors, and Arbitrage; CHAPTER 2 Spot, Forward, and Par Rates; CHAPTER 3 Returns, Spreads, and Yields; PART TWO Measures of Interest Rate Risk and Hedging; CHAPTER 4 One-Factor Risk Metrics and Hedges; CHAPTER 5 Multi-Factor Risk Metrics and Hedges; CHAPTER 6 Empirical Approaches to Risk Metrics and Hedging; PART THREE Term Structure ModelsCHAPTER 7 The Science of Term Structure ModelsCHAPTER 8 The Evolution of Short Rates and the Shape of the Term Structure; CHAPTER 9 The Art of Term Structure Models: Drift; CHAPTER 10 The Art of Term Structure Models: Volatility and Distribution; CHAPTER 11 The Gauss+ and LIBOR Market Models; PART FOUR Selected Securities and Topics; CHAPTER 12 Repurchase Agreements and Financing; CHAPTER 13 Forwards and Futures: Preliminaries; CHAPTER 14 Note and Bond Futures; CHAPTER 15 Short-Term Rates and Their Derivatives; CHAPTER 16 Swaps; CHAPTER 17 Arbitrage with Financing and Two-Curve DiscountingCHAPTER 18 Fixed Income OptionsCHAPTER 19 Corporate Bonds and Credit Default Swaps; CHAPTER 20 Mortgages and Mortgage-Backed Securities; CHAPTER 21 Curve Construction; References; Exercises; IndexFixed 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 priciWiley finance series.Fixed-income securitiesSecuritiesElectronic books.Fixed-income securities.Securities.332.63/2044Tuckman Bruce594600Serrat Angel963617MiAaPQMiAaPQMiAaPQBOOK9910457828803321Fixed income securities2184883UNINA