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Fixed Income Securities : Tools for Today's Markets
| Fixed Income Securities : Tools for Today's Markets |
| Autore | Tuckman Bruce |
| Edizione | [4th ed.] |
| Pubbl/distr/stampa | Newark : , : John Wiley & Sons, Incorporated, , 2022 |
| Descrizione fisica | 1 online resource (559 pages) |
| Disciplina | 332.63/2044 |
| Altri autori (Persone) | SerratAngel |
| Collana | Wiley Finance Ser. |
| ISBN |
1-119-83562-3
1-119-83559-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Fixed Income Securities |
| Record Nr. | UNINA-9910595598203321 |
Tuckman Bruce
|
||
| Newark : , : John Wiley & Sons, Incorporated, , 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income securities : tools for today's markets. / / Bruce Tuckman, Angel Serrat
| Fixed income securities : tools for today's markets. / / Bruce Tuckman, Angel Serrat |
| Autore | Tuckman Bruce |
| Edizione | [Fourth edition.] |
| Pubbl/distr/stampa | Wiley-Blackwell |
| Descrizione fisica | 1 online resource (559 pages) |
| Disciplina | 332.632044 |
| Collana | Wiley Finance |
| Soggetto topico | Fixed-income securities |
| ISBN |
1-119-83560-7
1-119-83562-3 1-119-83559-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Prices, Discount Factors, and Arbitrage -- Swap, Spot, and Forward Rates -- Returns, Yields, Spreads, and P&L Attribution -- DV01, Duration, and Convexity -- Key-Rate-, Partial-, and Forward-Bucket '01s and Durations -- Regression Hedging and Principal Component Analysis -- Arbitrage Pricing with Term Structure Models -- Expectations, Risk Premium, Convexity, and the Shape of the Term Structure -- The Vasicek and Gauss Models -- Repurchase Agreements and Financing -- Note and Bond Futures -- Short-Term Rates and Their Derivatives -- Interest Rate Swaps -- Corporate Debt and Credit Default Swaps -- Mortgages and Mortgage-Backed Securities -- Fixed Income Options. |
| Record Nr. | UNINA-9910677130803321 |
|
Tuckman Bruce
|
||
| Wiley-Blackwell | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat
| Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat |
| Autore | Tuckman Bruce |
| Edizione | [University ed./3rd ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2012 |
| Descrizione fisica | 1 online resource (650 p.) |
| Disciplina | 332.63/2044 |
| Altri autori (Persone) | SerratAngel |
| Collana | Wiley finance series |
| Soggetto topico |
Fixed-income securities
Securities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-118-13399-4
1-299-31496-1 1-118-13397-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910457828803321 |
|
Tuckman Bruce
|
||
| Hoboken, NJ, : Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat
| Fixed income securities [[electronic resource] ] : tools for today's markets / / Bruce Tuckman, Angel Serrat |
| Autore | Tuckman Bruce |
| Edizione | [University ed./3rd ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2012 |
| Descrizione fisica | 1 online resource (650 p.) |
| Disciplina | 332.63/2044 |
| Altri autori (Persone) | SerratAngel |
| Collana | Wiley finance series |
| Soggetto topico |
Fixed-income securities
Securities |
| ISBN |
1-118-13399-4
1-299-31496-1 1-118-13397-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910781877203321 |
|
Tuckman Bruce
|
||
| Hoboken, NJ, : Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Fixed income securities : tools for today's markets / / Bruce Tuckman, Angel Serrat
| Fixed income securities : tools for today's markets / / Bruce Tuckman, Angel Serrat |
| Autore | Tuckman Bruce |
| Edizione | [University ed./3rd ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2012 |
| Descrizione fisica | 1 online resource (650 p.) |
| Disciplina | 332.63/2044 |
| Altri autori (Persone) | SerratAngel |
| Collana | Wiley finance series |
| Soggetto topico |
Fixed-income securities
Securities |
| ISBN |
9781118133996
1118133994 9781299314962 1299314961 9781118133972 1118133978 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| 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 |
| Record Nr. | UNINA-9910966946203321 |
|
Tuckman Bruce
|
||
| Hoboken, NJ, : Wiley, c2012 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||