Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat
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| Autore: |
Tuckman Bruce
|
| Titolo: |
Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat
|
| Pubblicazione: | Hoboken, NJ, : Wiley, c2012 |
| Edizione: | University ed./3rd ed. |
| Descrizione fisica: | 1 online resource (650 p.) |
| Disciplina: | 332.63/2044 |
| Soggetto topico: | Fixed-income securities |
| Securities | |
| Soggetto genere / forma: | Electronic books. |
| Altri autori: |
SerratAngel
|
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references and index. |
| Nota di contenuto: | 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 Models |
| CHAPTER 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 | |
| CHAPTER 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 | |
| Sommario/riassunto: | Fixed 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 |
| Titolo autorizzato: | Fixed income securities |
| ISBN: | 1-118-13399-4 |
| 1-299-31496-1 | |
| 1-118-13397-8 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910457828803321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Wiley finance series.