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Fixed Income Securities
Concepts and Applications
Sunil Kumar Parameswaran
- 478 pages
- English
- ePUB (mobile friendly)
- Available on iOS & Android
Fixed Income Securities
Concepts and Applications
Sunil Kumar Parameswaran
About This Book
Fixed Income Securities covers the entire gamut of fixed income products, from plain vanilla bonds to interest rate derivatives and mortgage-backed securities. With helpful numerical illustrations and explanations on the use of specific functions in Excel, this book presents essential constructs and concepts, with a simultaneous focus on practical applications and issues of interest to market professionals.
Sunil Kumar Parameswaran delves into the time value of money, bonds, yield measures, money markets, interest rate futures, and interest rate swaps to provide an in-depth look at issues pertaining to fixed income securities. This book is an essential resource for professionals in the fields of brokerage, insurance, mutual funds, pension funds, hedge funds, commercial and investment banks, as well as students of finance.
Frequently asked questions
Information
1 A Primer on the Time Value of Money
Nominal and Effective Rates of Interest
Table of contents
- Title Page
- Copyright
- Contents
- Advance Praise for Fixed Income Securities
- Foreword
- Preface
- Acknowledgments
- 1āA Primer on the Time Value of Money
- 2āAn Introduction to Bonds
- 3āBonds: Advanced Concepts
- 4āYield Curves and the Term Structure
- 5āDuration, Convexity, and Immunization
- 6āThe Money Market
- 7āFloating Rate Bonds
- 8āMortgage Loans
- 9āMortgage-Backed Securities
- 10āA Primer on Derivatives
- 11āThe Valuation of Interest Rate Options
- 12āInterest Rate Forwards and Futures
- 13āBonds withEmbedded Options
- 14āInterest Rate Swaps and Credit Default Swaps
- Appendix A
- Bibliography
- Subject Index