LEADER 03779nam 2200661Ia 450 001 9910820368103321 005 20210519102932.0 010 $a1-118-13399-4 010 $a1-299-31496-1 010 $a1-118-13397-8 035 $a(CKB)2550000000056515 035 $a(EBL)879206 035 $a(OCoLC)815649257 035 $a(SSID)ssj0000746194 035 $a(PQKBManifestationID)12267545 035 $a(PQKBTitleCode)TC0000746194 035 $a(PQKBWorkID)10878143 035 $a(PQKB)11475331 035 $a(Au-PeEL)EBL879206 035 $a(CaPaEBR)ebr10503043 035 $a(CaONFJC)MIL462746 035 $a(PPN)170254089 035 $a(FR-PaCSA)88808468 035 $a(MiAaPQ)EBC879206 035 $a(EXLCZ)992550000000056515 100 $a20020405d2012 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFixed income securities $etools for today's markets /$fBruce Tuckman, Angel Serrat 205 $aUniversity ed./3rd ed. 210 $aHoboken, NJ $cWiley$dc2012 215 $a1 online resource (650 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a0-470-90403-8 320 $aIncludes bibliographical references and index. 327 $aFixed 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 Models 327 $aCHAPTER 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 Discounting 327 $aCHAPTER 18 Fixed Income OptionsCHAPTER 19 Corporate Bonds and Credit Default Swaps; CHAPTER 20 Mortgages and Mortgage-Backed Securities; CHAPTER 21 Curve Construction; References; Exercises; Index 330 $aFixed income practitioners need to understand the conceptual frameworks of their field; to master its quantitative tool-kit; and to be well-versed in its cash-flow and pricing conventions. Fixed Income Securities, Third Edition by Bruce Tuckman and Angel Serrat is designed to balance these three objectives. The book presents theory without unnecessary abstraction; quantitative techniques with a minimum of mathematics; and conventions at a useful level of detail. The book begins with an overview of global fixed income markets and continues with the fundamentals, namely, arbitrage prici 410 0$aWiley finance series. 606 $aFixed-income securities 606 $aSecurities 615 0$aFixed-income securities. 615 0$aSecurities. 676 $a332.63/2044 700 $aTuckman$b Bruce$0594600 701 $aSerrat$b Angel$01615536 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910820368103321 996 $aFixed income securities$93945770 997 $aUNINA